+1,787.9%
AXON vs AGNC
+83.7%
+1,704.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -7.0% | -4.7% | -2.4% | -5.1% |
| 30D | -20.1% | -5.7% | -14.4% | -18.0% |
| 3M | +7.4% | +1.9% | +5.6% | +7.0% |
| 6M | -7.4% | +1.8% | -9.2% | -7.9% |
| YTD | -15.6% | +3.4% | -19.0% | -16.6% |
| 1Y | -36.2% | +13.6% | -49.8% | -39.4% |
| 3Y | +124.8% | +60.4% | +64.5% | +83.5% |
| 5Y | +166.6% | +27.0% | +139.6% | +138.4% |
| All | +1,787.9% | +83.7% | +1,704.2% | +1,365.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling