+5,706.3%
ANET vs AGNC
+98.7%
+5,607.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | +3.0% | -4.7% | +7.7% | +4.7% |
| 30D | -5.2% | -5.7% | +0.5% | -3.3% |
| 3M | +27.6% | +1.9% | +25.8% | +26.4% |
| 6M | +44.4% | +1.8% | +42.6% | +43.0% |
| YTD | +52.3% | +3.4% | +48.9% | +49.9% |
| 1Y | +30.4% | +13.6% | +16.8% | +24.2% |
| 3Y | +313.3% | +60.4% | +252.9% | +248.0% |
| 5Y | +810.0% | +27.0% | +783.0% | +704.9% |
| 10Y | +3,903.8% | +83.1% | +3,820.7% | +3,181.9% |
| All | +5,706.3% | +98.7% | +5,607.5% | +4,710.6% |
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 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