+62.7%
CRWD vs AGNC
-0.6%
+63.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -9.8% |
| 7D | -16.8% | -0.1% | -16.7% | -16.7% |
| 30D | -22.1% | +2.8% | -24.9% | -22.4% |
| 3M | +3.5% | -14.2% | +17.7% | +7.6% |
| 6M | +82.3% | -11.7% | +94.0% | +89.5% |
| YTD | +85.3% | -7.7% | +93.1% | +97.5% |
| 1Y | +62.7% | -1.2% | +63.8% | +75.9% |
| All | +62.7% | -0.6% | +63.3% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling