+84.0%
ASML vs AGNC
+3.7%
+80.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.6% |
| 7D | +10.4% | -7.0% | +17.4% | +14.8% |
| 30D | -12.7% | -3.5% | -9.3% | -11.4% |
| 3M | -17.2% | -21.8% | +4.6% | -5.4% |
| 6M | -1.3% | -18.0% | +16.7% | +9.4% |
| YTD | +40.8% | -14.2% | +55.0% | +52.4% |
| 1Y | +45.2% | -7.8% | +53.0% | +50.9% |
| 3Y | +131.8% | +51.0% | +80.8% | +80.5% |
| 5Y | +84.0% | +3.6% | +80.5% | +89.7% |
| All | +84.0% | +3.7% | +80.3% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling