+168.3%
AMAT vs AGNC
+13.7%
+154.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.1% | -1.5% |
| 7D | +4.2% | -4.4% | +8.6% | +6.7% |
| 30D | -13.5% | -5.4% | -8.1% | -11.0% |
| 3M | -8.6% | +3.5% | -12.0% | -11.1% |
| 6M | +31.6% | +1.7% | +29.8% | +29.1% |
| YTD | +77.3% | +3.9% | +73.4% | +79.6% |
| All | +168.3% | +13.7% | +154.6% | +179.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling