+465.4%
AXP vs AGNC
+83.7%
+381.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.5% | -4.7% | +4.2% | +2.3% |
| 30D | -5.6% | -5.7% | 0.0% | -2.4% |
| 3M | +2.2% | +1.9% | +0.4% | +0.9% |
| 6M | +6.7% | +1.8% | +4.9% | +5.1% |
| YTD | -11.5% | +3.4% | -15.0% | -13.9% |
| 1Y | -0.4% | +13.6% | -14.0% | -8.5% |
| 3Y | +113.0% | +60.4% | +52.6% | +56.4% |
| 5Y | +117.4% | +27.0% | +90.4% | +83.5% |
| All | +465.4% | +83.7% | +381.7% | +298.9% |
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