+1,982.4%
AXTI vs AGNC
+22.6%
+1,959.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.1% | +9.8% | +9.6% |
| 7D | +5.1% | -1.2% | +6.3% | +4.6% |
| 30D | -10.2% | +0.9% | -11.1% | -9.9% |
| 3M | -41.8% | +7.0% | -48.8% | -39.9% |
| 6M | +57.5% | +3.9% | +53.6% | +52.7% |
| YTD | +277.0% | +8.5% | +268.5% | +285.0% |
| 1Y | +1,982.4% | +19.6% | +1,962.9% | +2,286.1% |
| All | +1,982.4% | +22.6% | +1,959.9% | +2,286.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling