-35.3%
BABA vs AGNC
+2.0%
-37.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +3.9% |
| 7D | +4.3% | +1.5% | +2.8% | +3.8% |
| 30D | -5.0% | +3.9% | -8.9% | -5.9% |
| 3M | -18.4% | -13.5% | -4.9% | -15.4% |
| 6M | -20.3% | -10.6% | -9.7% | -18.8% |
| YTD | -27.5% | -7.2% | -20.3% | -28.8% |
| 1Y | -35.3% | 0.0% | -35.3% | -35.4% |
| All | -35.3% | +2.0% | -37.3% | -35.4% |
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 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