+1,696.4%
ASML vs AGNC
+84.4%
+1,612.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -0.9% |
| 7D | +2.5% | -4.4% | +6.9% | +4.9% |
| 30D | -6.2% | -5.4% | -0.8% | -3.6% |
| 3M | -2.6% | +3.5% | -6.0% | -4.6% |
| 6M | +22.4% | +1.7% | +20.7% | +21.2% |
| YTD | +58.5% | +3.9% | +54.6% | +55.4% |
| 1Y | +114.2% | +13.8% | +100.3% | +99.8% |
| 3Y | +175.5% | +63.3% | +112.2% | +111.8% |
| 5Y | +105.9% | +27.5% | +78.5% | +76.4% |
| All | +1,696.4% | +84.4% | +1,612.0% | +1,187.4% |
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