+791.3%
ANET vs AGNC
+26.7%
+764.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.8% |
| 7D | +3.0% | -4.7% | +7.7% | +5.2% |
| 30D | -5.2% | -5.7% | +0.5% | -2.8% |
| 3M | +27.6% | +1.9% | +25.8% | +26.0% |
| 6M | +44.4% | +1.8% | +42.6% | +42.3% |
| YTD | +52.3% | +3.4% | +48.9% | +48.9% |
| 1Y | +30.4% | +13.6% | +16.8% | +22.0% |
| 3Y | +313.3% | +60.4% | +252.9% | +226.7% |
| All | +791.3% | +26.7% | +764.6% | +663.5% |
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 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