+444.7%
APLD vs AGNC
+53.1%
+391.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.9% |
| 7D | +0.2% | -4.7% | +4.9% | +5.7% |
| 30D | -15.2% | -5.7% | -9.5% | -9.5% |
| 3M | -36.3% | +1.9% | -38.2% | -38.1% |
| 6M | -7.4% | +1.8% | -9.2% | -9.5% |
| YTD | +7.7% | +3.4% | +4.3% | +5.3% |
| 1Y | +53.8% | +13.6% | +40.2% | +34.9% |
| 3Y | +407.1% | +60.4% | +346.7% | +214.4% |
| All | +444.7% | +53.1% | +391.7% | +398.5% |
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