+15.2%
BABA vs AGNC
+83.7%
-68.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -3.5% | -4.7% | +1.2% | -1.9% |
| 30D | -12.7% | -5.7% | -7.0% | -11.0% |
| 3M | -3.0% | +1.9% | -4.9% | -4.0% |
| 6M | -19.1% | +1.8% | -20.9% | -20.0% |
| YTD | -24.7% | +3.4% | -28.2% | -26.1% |
| 1Y | -29.0% | +13.6% | -42.6% | -32.6% |
| 3Y | +30.9% | +60.4% | -29.4% | +9.7% |
| 5Y | -30.9% | +27.0% | -57.9% | -38.7% |
| All | +15.2% | +83.7% | -68.4% | -7.8% |
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