+6,344.9%
AMD vs AGNC
+658.3%
+5,686.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | -1.2% | +3.8% | +3.3% |
| 30D | -0.9% | +0.9% | -1.9% | -1.6% |
| 3M | -8.7% | +7.0% | -15.7% | -12.6% |
| 6M | +136.3% | +3.9% | +132.4% | +131.0% |
| YTD | +123.0% | +8.5% | +114.5% | +112.4% |
| 1Y | +195.2% | +19.6% | +175.6% | +165.2% |
| 3Y | +336.3% | +66.1% | +270.3% | +223.3% |
| 5Y | +334.5% | +31.8% | +302.6% | +262.3% |
| 10Y | +6,259.1% | +87.0% | +6,172.1% | +4,064.8% |
| All | +6,344.9% | +658.3% | +5,686.6% | +1,492.5% |
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