+6,103.0%
ASML vs AGNC
+658.3%
+5,444.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.7% |
| 30D | +2.2% | +0.9% | +1.3% | +1.7% |
| 3M | -2.3% | +7.0% | -9.3% | -5.6% |
| 6M | +23.0% | +3.9% | +19.1% | +20.7% |
| YTD | +61.1% | +8.5% | +52.5% | +55.0% |
| 1Y | +129.1% | +19.6% | +109.6% | +110.4% |
| 3Y | +165.4% | +66.1% | +99.3% | +107.2% |
| 5Y | +109.5% | +31.8% | +77.6% | +79.0% |
| 10Y | +1,645.7% | +87.0% | +1,558.7% | +1,139.6% |
| All | +6,103.0% | +658.3% | +5,444.7% | +1,859.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling