+80.6%
AGNC vs SONY
+293.1%
-212.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -4.7% | -2.7% | -2.0% | -4.1% |
| 30D | -5.7% | +1.5% | -7.2% | -6.1% |
| 3M | +1.9% | +13.0% | -11.1% | -1.6% |
| 6M | +1.8% | +11.2% | -9.4% | -1.6% |
| YTD | +3.4% | -6.6% | +10.1% | +4.5% |
| 1Y | +13.6% | -18.1% | +31.7% | +18.3% |
| 3Y | +60.4% | +42.1% | +18.3% | +41.5% |
| 5Y | +27.0% | +11.0% | +15.9% | +16.5% |
| All | +80.6% | +293.1% | -212.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling