+1,616.4%
AMAT vs AGNC
+83.7%
+1,532.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +0.4% | -4.7% | +5.1% | +3.2% |
| 30D | -16.6% | -5.7% | -11.0% | -13.9% |
| 3M | -17.3% | +1.9% | -19.2% | -18.6% |
| 6M | +30.3% | +1.8% | +28.5% | +28.5% |
| YTD | +78.3% | +3.4% | +74.8% | +74.5% |
| 1Y | +169.8% | +13.6% | +156.2% | +149.7% |
| 3Y | +218.5% | +60.4% | +158.2% | +139.6% |
| 5Y | +247.7% | +27.0% | +220.7% | +195.9% |
| All | +1,616.4% | +83.7% | +1,532.7% | +1,178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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