+30.0%
BABA vs AGNC
+62.8%
-32.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | +0.3% |
| 7D | -2.9% | -4.4% | +1.5% | -1.3% |
| 30D | -15.1% | -5.4% | -9.7% | -13.4% |
| 3M | -5.0% | +3.5% | -8.5% | -6.8% |
| 6M | -19.9% | +1.7% | -21.7% | -21.1% |
| YTD | -25.3% | +3.9% | -29.1% | -27.0% |
| 1Y | -23.9% | +13.8% | -37.7% | -28.3% |
| All | +30.0% | +62.8% | -32.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling