+358.3%
DELL vs AGNC
+13.3%
+345.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.0% |
| 7D | +8.2% | -4.7% | +12.9% | +9.1% |
| 30D | +17.1% | -5.7% | +22.8% | +18.1% |
| 3M | +45.2% | +1.9% | +43.3% | +43.6% |
| 6M | +286.8% | +1.8% | +285.0% | +282.1% |
| YTD | +354.8% | +3.4% | +351.3% | +343.5% |
| 1Y | +358.3% | +13.6% | +344.7% | +318.2% |
| All | +358.3% | +13.3% | +345.0% | +318.2% |
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