+143.3%
DELL vs AGNC
+2.0%
+141.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -8.9% |
| 7D | -24.6% | +1.5% | -26.1% | -24.4% |
| 30D | -32.5% | +3.9% | -36.4% | -32.5% |
| 3M | -20.2% | -13.5% | -6.7% | -18.3% |
| 6M | +76.5% | -10.6% | +87.1% | +79.9% |
| YTD | +198.9% | -7.2% | +206.1% | +191.6% |
| 1Y | +143.3% | 0.0% | +143.4% | +110.8% |
| All | +143.3% | +2.0% | +141.4% | +110.8% |
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