+48.5%
AMZN vs AGNC
+26.7%
+21.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -0.7% | -4.7% | +4.0% | +1.7% |
| 30D | -3.9% | -5.7% | +1.7% | -1.1% |
| 3M | +6.3% | +1.9% | +4.5% | +5.0% |
| 6M | +20.8% | +1.8% | +19.0% | +19.2% |
| YTD | +11.2% | +3.4% | +7.8% | +8.7% |
| 1Y | +11.7% | +13.6% | -1.9% | +3.9% |
| 3Y | +79.4% | +60.4% | +19.1% | +38.1% |
| All | +48.5% | +26.7% | +21.9% | +38.3% |
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 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