+3,001.3%
AMAT vs AGNC
+658.3%
+2,343.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | -14.8% | +0.9% | -15.7% | -15.2% |
| 3M | -9.3% | +7.0% | -16.2% | -12.4% |
| 6M | +27.4% | +3.9% | +23.5% | +24.8% |
| YTD | +77.6% | +8.5% | +69.0% | +70.6% |
| 1Y | +188.9% | +19.6% | +169.4% | +164.6% |
| 3Y | +202.3% | +66.1% | +136.2% | +134.9% |
| 5Y | +248.9% | +31.8% | +217.1% | +198.0% |
| 10Y | +1,585.2% | +87.0% | +1,498.2% | +1,115.9% |
| All | +3,001.3% | +658.3% | +2,343.0% | +972.4% |
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 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