+27.5%
BABA vs AGNC
+116.0%
-88.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +0.8% | -0.9% | -0.4% |
| 30D | -12.3% | -0.4% | -11.9% | -12.2% |
| 3M | -5.3% | +9.2% | -14.5% | -8.4% |
| 6M | -13.1% | +7.4% | -20.5% | -15.5% |
| YTD | -22.4% | +8.8% | -31.3% | -25.0% |
| 1Y | -19.5% | +18.3% | -37.7% | -24.4% |
| 3Y | +32.9% | +71.2% | -38.2% | +9.5% |
| 5Y | -29.9% | +34.8% | -64.7% | -38.7% |
| 10Y | +16.7% | +85.8% | -69.1% | -6.8% |
| All | +27.5% | +116.0% | -88.5% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling