+1,073.2%
DAL vs AGNC
+660.4%
+412.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +3.4% | +0.8% | +2.6% | +2.9% |
| 30D | -13.6% | -0.4% | -13.2% | -13.4% |
| 3M | +1.2% | +9.2% | -8.0% | -4.7% |
| 6M | +34.5% | +7.4% | +27.1% | +28.1% |
| YTD | +14.7% | +8.8% | +5.8% | +8.0% |
| 1Y | +29.2% | +18.3% | +11.0% | +14.9% |
| 3Y | +100.0% | +71.2% | +28.8% | +36.8% |
| 5Y | +106.3% | +34.8% | +71.5% | +62.8% |
| 10Y | +126.4% | +85.8% | +40.6% | +47.0% |
| All | +1,073.2% | +660.4% | +412.7% | +129.0% |
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