+303.5%
AXTI vs AGNC
-0.6%
+304.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.6% | -22.2% | -22.9% |
| 7D | -39.7% | -0.1% | -39.6% | -39.5% |
| 30D | -56.3% | +2.8% | -59.1% | -55.7% |
| 3M | -46.5% | -14.2% | -32.3% | -46.8% |
| 6M | -65.9% | -11.7% | -54.2% | -65.2% |
| YTD | +124.6% | -7.7% | +132.3% | +120.3% |
| 1Y | +303.5% | -1.2% | +304.7% | +300.9% |
| All | +303.5% | -0.6% | +304.1% | +300.9% |
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 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