+5,322.4%
ASML vs AGNC
+499.4%
+4,823.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.9% |
| 7D | +10.4% | -7.0% | +17.4% | +14.1% |
| 30D | -12.7% | -3.5% | -9.3% | -11.6% |
| 3M | -17.2% | -21.8% | +4.6% | -7.6% |
| 6M | -1.3% | -18.0% | +16.7% | +7.5% |
| YTD | +40.8% | -14.2% | +55.0% | +50.5% |
| 1Y | +45.2% | -7.8% | +53.0% | +50.1% |
| 3Y | +131.8% | +51.0% | +80.8% | +89.7% |
| 5Y | +84.0% | +3.6% | +80.5% | +75.3% |
| 10Y | +1,541.9% | +46.9% | +1,495.0% | +1,198.6% |
| All | +5,322.4% | +499.4% | +4,823.0% | +1,802.0% |
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