+490.5%
DDOG vs AGNC
+57.2%
+433.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -0.3% |
| 7D | +3.2% | -4.4% | +7.6% | +5.1% |
| 30D | -10.2% | -5.4% | -4.8% | -8.1% |
| 3M | -2.6% | +3.5% | -6.1% | -4.2% |
| 6M | +80.1% | +1.7% | +78.4% | +77.5% |
| YTD | +63.0% | +3.9% | +59.2% | +58.3% |
| 1Y | +59.4% | +13.8% | +45.5% | +48.2% |
| 3Y | +127.0% | +63.3% | +63.7% | +77.3% |
| 5Y | +61.7% | +27.5% | +34.2% | +35.3% |
| All | +490.5% | +57.2% | +433.3% | +379.6% |
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 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