+1,472.1%
AXTI vs AGNC
+83.7%
+1,388.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +5.1% | -4.7% | +9.8% | +8.0% |
| 30D | -17.5% | -5.7% | -11.8% | -14.7% |
| 3M | -26.7% | +1.9% | -28.5% | -27.9% |
| 6M | +36.8% | +1.8% | +35.0% | +33.4% |
| YTD | +296.1% | +3.4% | +292.7% | +280.2% |
| 1Y | +1,810.6% | +13.6% | +1,797.0% | +1,624.8% |
| 3Y | +2,587.6% | +60.4% | +2,527.2% | +1,896.7% |
| 5Y | +601.7% | +27.0% | +574.8% | +493.1% |
| All | +1,472.1% | +83.7% | +1,388.4% | +1,120.8% |
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