-31.4%
BABA vs AGNC
+26.8%
-58.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | +0.6% |
| 7D | -2.9% | -4.4% | +1.5% | -0.9% |
| 30D | -15.1% | -5.4% | -9.7% | -12.9% |
| 3M | -5.0% | +3.5% | -8.5% | -7.1% |
| 6M | -19.9% | +1.7% | -21.7% | -21.2% |
| YTD | -25.3% | +3.9% | -29.1% | -27.3% |
| 1Y | -23.9% | +13.8% | -37.7% | -29.4% |
| 3Y | +28.1% | +63.3% | -35.2% | -1.2% |
| 5Y | -31.4% | +27.5% | -58.9% | -26.8% |
| All | -31.4% | +26.8% | -58.2% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling