+257.1%
AMAT vs AGNC
+30.8%
+226.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.1% |
| 7D | +6.9% | -1.0% | +8.0% | +7.6% |
| 30D | -10.1% | -1.2% | -8.9% | -9.5% |
| 3M | -6.0% | +5.4% | -11.4% | -9.3% |
| 6M | +38.6% | +6.7% | +31.9% | +32.9% |
| YTD | +83.1% | +7.1% | +76.0% | +75.4% |
| 1Y | +188.3% | +16.3% | +172.1% | +162.8% |
| 3Y | +225.3% | +68.5% | +156.9% | +137.0% |
| All | +257.1% | +30.8% | +226.3% | +225.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling