+766.2%
AXP vs AGNC
+660.4%
+105.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | -4.3% | -0.4% | -4.0% | -4.1% |
| 3M | +4.7% | +9.2% | -4.5% | -0.6% |
| 6M | +9.0% | +7.4% | +1.6% | +4.0% |
| YTD | -11.1% | +8.8% | -20.0% | -16.0% |
| 1Y | +1.3% | +18.3% | -17.0% | -8.9% |
| 3Y | +114.5% | +71.2% | +43.3% | +52.8% |
| 5Y | +118.0% | +34.8% | +83.3% | +75.1% |
| 10Y | +464.9% | +85.8% | +379.1% | +264.9% |
| All | +766.2% | +660.4% | +105.7% | +57.4% |
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