+117.1%
DDOG vs AGNC
+62.2%
+54.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.9% | -4.7% | +8.6% | +5.4% |
| 30D | -8.2% | -5.7% | -2.5% | -6.5% |
| 3M | -5.6% | +1.9% | -7.4% | -6.4% |
| 6M | +73.5% | +1.8% | +71.7% | +70.9% |
| YTD | +62.7% | +3.4% | +59.2% | +58.1% |
| 1Y | +59.0% | +13.6% | +45.4% | +47.8% |
| 3Y | +117.1% | +60.4% | +56.8% | +70.5% |
| All | +117.1% | +62.2% | +54.9% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling