+392.5%
AMD vs AGNC
+26.7%
+365.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +8.1% | -4.7% | +12.8% | +11.5% |
| 30D | +6.9% | -5.7% | +12.5% | +10.9% |
| 3M | +5.7% | +1.9% | +3.8% | +3.5% |
| 6M | +152.0% | +1.8% | +150.2% | +148.1% |
| YTD | +141.0% | +3.4% | +137.6% | +134.3% |
| 1Y | +231.6% | +13.6% | +217.9% | +201.5% |
| 3Y | +390.1% | +60.4% | +329.7% | +249.5% |
| All | +392.5% | +26.7% | +365.8% | +373.0% |
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