+1,244.6%
AMGN vs AGNC
+622.7%
+621.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -13.7% | -4.7% | -9.0% | -12.7% |
| 30D | -8.8% | -5.7% | -3.1% | -7.5% |
| 3M | +7.2% | +1.9% | +5.3% | +6.7% |
| 6M | +1.3% | +1.8% | -0.5% | +0.7% |
| YTD | +17.6% | +3.4% | +14.2% | +16.4% |
| 1Y | +37.2% | +13.6% | +23.6% | +32.8% |
| 3Y | +57.7% | +60.4% | -2.6% | +40.6% |
| 5Y | +106.3% | +27.0% | +79.3% | +90.6% |
| 10Y | +205.3% | +83.1% | +122.2% | +152.1% |
| All | +1,244.6% | +622.7% | +621.9% | +627.7% |
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