+809.2%
EBAY vs AGNC
+622.7%
+186.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +4.2% | -4.7% | +8.9% | +6.0% |
| 30D | +5.6% | -5.7% | +11.3% | +7.8% |
| 3M | -1.4% | +1.9% | -3.3% | -2.2% |
| 6M | +18.2% | +1.8% | +16.4% | +16.9% |
| YTD | +24.8% | +3.4% | +21.4% | +22.5% |
| 1Y | +18.0% | +13.6% | +4.4% | +11.9% |
| 3Y | +160.3% | +60.4% | +99.9% | +114.9% |
| 5Y | +62.1% | +27.0% | +35.2% | +43.7% |
| 10Y | +283.1% | +83.1% | +200.1% | +185.1% |
| All | +809.2% | +622.7% | +186.5% | +223.9% |
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