+628.3%
AGNC vs TECK
+79.2%
+549.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.7% | -3.8% | -0.8% | -4.2% |
| 30D | -5.7% | +0.7% | -6.4% | -5.8% |
| 3M | +1.9% | +4.6% | -2.8% | +1.0% |
| 6M | +1.8% | +25.1% | -23.3% | -1.6% |
| YTD | +3.4% | +39.2% | -35.7% | -1.6% |
| 1Y | +13.6% | +60.3% | -46.7% | +5.9% |
| 3Y | +60.4% | +62.9% | -2.5% | +47.0% |
| 5Y | +27.0% | +181.5% | -154.5% | +6.8% |
| 10Y | +83.1% | +362.3% | -279.3% | +35.4% |
| All | +628.3% | +79.2% | +549.1% | +475.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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