+1,500.5%
CIEN vs AGNC
+83.7%
+1,416.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +8.9% | -4.7% | +13.6% | +11.1% |
| 30D | -19.1% | -5.7% | -13.4% | -17.2% |
| 3M | -21.5% | +1.9% | -23.3% | -22.5% |
| 6M | +2.8% | +1.8% | +1.0% | +1.6% |
| YTD | +49.5% | +3.4% | +46.0% | +46.3% |
| 1Y | +163.8% | +13.6% | +150.2% | +147.9% |
| 3Y | +615.8% | +60.4% | +555.5% | +482.7% |
| 5Y | +548.4% | +27.0% | +521.4% | +467.8% |
| All | +1,500.5% | +83.7% | +1,416.8% | +1,127.8% |
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