+911.1%
CIEN vs AGNC
+622.7%
+288.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.7% |
| 7D | +8.9% | -4.7% | +13.6% | +11.4% |
| 30D | -19.1% | -5.7% | -13.4% | -16.9% |
| 3M | -21.5% | +1.9% | -23.3% | -22.7% |
| 6M | +2.8% | +1.8% | +1.0% | +1.4% |
| YTD | +49.5% | +3.4% | +46.0% | +45.9% |
| 1Y | +163.8% | +13.6% | +150.2% | +145.6% |
| 3Y | +615.8% | +60.4% | +555.5% | +460.0% |
| 5Y | +548.4% | +27.0% | +521.4% | +455.0% |
| 10Y | +1,513.8% | +83.1% | +1,430.7% | +985.4% |
| All | +911.1% | +622.7% | +288.4% | +132.0% |
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