+182.5%
ASML vs AGNC
+67.9%
+114.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.2% |
| 7D | +2.8% | -1.0% | +3.8% | +3.4% |
| 30D | -0.2% | -1.2% | +1.0% | +0.4% |
| 3M | -2.6% | +5.4% | -8.0% | -5.5% |
| 6M | +27.9% | +6.7% | +21.1% | +23.4% |
| YTD | +62.4% | +7.1% | +55.3% | +56.8% |
| 1Y | +116.2% | +16.3% | +100.0% | +100.7% |
| All | +182.5% | +67.9% | +114.5% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling