+122.0%
CSCO vs AGNC
+26.7%
+95.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +2.7% | -4.7% | +7.4% | +3.9% |
| 30D | -9.5% | -5.7% | -3.8% | -8.2% |
| 3M | -7.6% | +1.9% | -9.5% | -8.3% |
| 6M | +44.9% | +1.8% | +43.1% | +43.5% |
| YTD | +47.7% | +3.4% | +44.2% | +45.6% |
| 1Y | +69.1% | +13.6% | +55.5% | +62.4% |
| 3Y | +113.5% | +60.4% | +53.2% | +87.0% |
| All | +122.0% | +26.7% | +95.3% | +109.6% |
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