+265.0%
DIS vs AGNC
+660.4%
-395.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -1.1% | +0.8% | -1.8% | -1.4% |
| 30D | +0.1% | -0.4% | +0.5% | +0.3% |
| 3M | +7.1% | +9.2% | -2.1% | +3.0% |
| 6M | +4.3% | +7.4% | -3.2% | +0.8% |
| YTD | -6.9% | +8.8% | -15.8% | -10.7% |
| 1Y | -10.3% | +18.3% | -28.6% | -17.1% |
| 3Y | +32.8% | +71.2% | -38.4% | +3.6% |
| 5Y | -41.5% | +34.8% | -76.3% | -50.2% |
| 10Y | +21.2% | +85.8% | -64.6% | -12.8% |
| All | +265.0% | +660.4% | -395.4% | +9.5% |
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 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