+528.2%
AMKR vs AGNC
+83.7%
+444.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.7% |
| 7D | +8.3% | -4.7% | +13.0% | +11.8% |
| 30D | -6.8% | -5.7% | -1.1% | -3.1% |
| 3M | -31.9% | +1.9% | -33.8% | -33.8% |
| 6M | +18.4% | +1.8% | +16.6% | +15.7% |
| YTD | +31.7% | +3.4% | +28.2% | +27.1% |
| 1Y | +105.2% | +13.6% | +91.6% | +85.5% |
| 3Y | +147.7% | +60.4% | +87.4% | +77.3% |
| 5Y | +99.4% | +27.0% | +72.4% | +65.9% |
| All | +528.2% | +83.7% | +444.5% | +312.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling