+354.4%
ARKK vs AGNC
+93.5%
+260.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -3.1% | -4.7% | +1.6% | -0.1% |
| 30D | +2.7% | -5.7% | +8.4% | +6.6% |
| 3M | +10.8% | +1.9% | +8.9% | +9.4% |
| 6M | +14.4% | +1.8% | +12.6% | +13.1% |
| YTD | +8.7% | +3.4% | +5.2% | +6.1% |
| 1Y | +6.7% | +13.6% | -6.9% | -2.0% |
| 3Y | +87.4% | +60.4% | +27.0% | +39.8% |
| 5Y | -29.5% | +27.0% | -56.4% | -40.7% |
| 10Y | +331.8% | +83.1% | +248.7% | +207.6% |
| All | +354.4% | +93.5% | +260.9% | +215.1% |
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