+2,302.7%
ASX vs AGNC
+660.4%
+1,642.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +6.3% | +0.8% | +5.6% | +6.0% |
| 30D | +6.4% | -0.4% | +6.8% | +6.6% |
| 3M | +13.1% | +9.2% | +4.0% | +8.8% |
| 6M | +90.3% | +7.4% | +82.9% | +84.5% |
| YTD | +149.6% | +8.8% | +140.8% | +140.8% |
| 1Y | +249.2% | +18.3% | +230.9% | +224.5% |
| 3Y | +445.9% | +71.2% | +374.7% | +332.3% |
| 5Y | +477.7% | +34.8% | +442.9% | +396.5% |
| 10Y | +913.4% | +85.8% | +827.6% | +638.1% |
| All | +2,302.7% | +660.4% | +1,642.3% | +686.7% |
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 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