+631.2%
AGNC vs TECH
+368.5%
+262.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -5.4% | 0.0% | -5.4% | -5.4% |
| 3M | +3.5% | +37.4% | -34.0% | -4.7% |
| 6M | +1.7% | +36.9% | -35.1% | -7.3% |
| YTD | +3.9% | +23.1% | -19.2% | -3.2% |
| 1Y | +13.8% | +42.2% | -28.4% | +1.6% |
| 3Y | +63.3% | +1.9% | +61.4% | +54.2% |
| 5Y | +27.5% | -42.9% | +70.4% | +35.2% |
| 10Y | +83.8% | +188.2% | -104.4% | +23.3% |
| All | +631.2% | +368.5% | +262.7% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 all: compounded portfolio wealth divided by compounded TECH 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…
all analysis · Full analysis span regression · 6 months rolling