+114.2%
ASML vs AGNC
+12.6%
+101.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -0.7% |
| 7D | +2.5% | -4.4% | +6.9% | +5.2% |
| 30D | -6.2% | -5.4% | -0.8% | -3.3% |
| 3M | -2.6% | +3.5% | -6.0% | -5.3% |
| 6M | +22.4% | +1.7% | +20.7% | +19.7% |
| YTD | +58.5% | +3.9% | +54.6% | +59.2% |
| 1Y | +114.2% | +13.8% | +100.3% | +123.6% |
| All | +114.2% | +12.6% | +101.5% | +123.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling