+331.8%
ARKK vs AGNC
+83.7%
+248.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -3.1% | -4.7% | +1.6% | 0.0% |
| 30D | +2.7% | -5.7% | +8.4% | +6.7% |
| 3M | +10.8% | +1.9% | +8.9% | +9.3% |
| 6M | +14.4% | +1.8% | +12.6% | +13.0% |
| YTD | +8.7% | +3.4% | +5.2% | +5.9% |
| 1Y | +6.7% | +13.6% | -6.9% | -2.3% |
| 3Y | +87.4% | +60.4% | +27.0% | +38.3% |
| 5Y | -29.5% | +27.0% | -56.4% | -41.0% |
| All | +331.8% | +83.7% | +248.1% | +214.2% |
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