+1,145.9%
DELL vs AGNC
+26.7%
+1,119.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.1% |
| 7D | +8.2% | -4.7% | +12.9% | +10.4% |
| 30D | +17.1% | -5.7% | +22.8% | +19.9% |
| 3M | +45.2% | +1.9% | +43.3% | +43.2% |
| 6M | +286.8% | +1.8% | +285.0% | +280.7% |
| YTD | +354.8% | +3.4% | +351.3% | +343.8% |
| 1Y | +358.3% | +13.6% | +344.7% | +328.6% |
| 3Y | +724.9% | +60.4% | +664.5% | +568.9% |
| All | +1,145.9% | +26.7% | +1,119.3% | +1,129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling