+2,427.0%
AMAT vs AGNC
+501.6%
+1,925.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +11.4% | -6.3% | +17.6% | +14.7% |
| 30D | -17.0% | -3.1% | -13.9% | -16.1% |
| 3M | -30.6% | -22.1% | -8.6% | -22.4% |
| 6M | -14.9% | -16.9% | +2.0% | -7.9% |
| YTD | +44.7% | -13.9% | +58.6% | +54.3% |
| 1Y | +66.9% | -6.9% | +73.8% | +71.5% |
| 3Y | +153.3% | +50.9% | +102.4% | +106.3% |
| 5Y | +146.2% | +3.9% | +142.3% | +134.2% |
| 10Y | +1,330.3% | +47.4% | +1,282.9% | +1,048.3% |
| All | +2,427.0% | +501.6% | +1,925.4% | +870.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling