+112.4%
ASML vs AGNC
+32.6%
+79.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.1% |
| 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% | -5.8% |
| 6M | +27.9% | +6.7% | +21.1% | +23.0% |
| YTD | +62.4% | +7.1% | +55.3% | +56.1% |
| 1Y | +116.2% | +16.3% | +100.0% | +98.0% |
| 3Y | +182.4% | +68.5% | +113.9% | +108.4% |
| 5Y | +112.4% | +31.4% | +81.0% | +83.1% |
| All | +112.4% | +32.6% | +79.8% | +83.1% |
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 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