+114.7%
AXP vs AGNC
+26.8%
+87.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +1.2% |
| 7D | -2.8% | -4.4% | +1.6% | -0.6% |
| 30D | -5.9% | -5.4% | -0.5% | -3.3% |
| 3M | +2.6% | +3.5% | -0.8% | +0.8% |
| 6M | +6.4% | +1.7% | +4.7% | +5.1% |
| YTD | -12.6% | +3.9% | -16.5% | -14.7% |
| 1Y | +0.2% | +13.8% | -13.6% | -6.7% |
| 3Y | +110.9% | +63.3% | +47.6% | +63.1% |
| 5Y | +114.7% | +27.5% | +87.2% | +116.1% |
| All | +114.7% | +26.8% | +87.9% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling