+378.2%
AMD vs AGNC
+62.8%
+315.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.3% | -1.6% |
| 7D | +10.4% | -4.4% | +14.8% | +13.3% |
| 30D | +6.2% | -5.4% | +11.6% | +9.5% |
| 3M | +11.3% | +3.5% | +7.9% | +8.1% |
| 6M | +147.8% | +1.7% | +146.1% | +144.2% |
| YTD | +135.2% | +3.9% | +131.3% | +128.7% |
| 1Y | +215.7% | +13.8% | +201.8% | +190.2% |
| All | +378.2% | +62.8% | +315.3% | +253.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling