+31,776.8%
AVGO vs AGNC
+353.4%
+31,423.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.1% | -4.7% | +5.8% | +3.1% |
| 30D | -13.0% | -5.7% | -7.3% | -10.9% |
| 3M | -6.0% | +1.9% | -7.8% | -7.0% |
| 6M | +6.4% | +1.8% | +4.6% | +5.2% |
| YTD | +5.0% | +3.4% | +1.5% | +2.8% |
| 1Y | +1.4% | +13.6% | -12.2% | -4.6% |
| 3Y | +336.8% | +60.4% | +276.4% | +254.9% |
| 5Y | +698.2% | +27.0% | +671.2% | +598.5% |
| 10Y | +2,837.0% | +83.1% | +2,753.9% | +2,108.2% |
| All | +31,776.8% | +353.4% | +31,423.4% | +17,883.3% |
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