+74.8%
ENTG vs AGNC
+22.6%
+52.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +2.8% | -1.2% | +4.0% | +3.8% |
| 30D | -4.7% | +0.9% | -5.6% | -5.3% |
| 3M | -0.7% | +7.0% | -7.7% | -7.1% |
| 6M | +7.7% | +3.9% | +3.8% | +3.3% |
| YTD | +65.1% | +8.5% | +56.5% | +54.7% |
| 1Y | +74.8% | +19.6% | +55.2% | +56.6% |
| All | +74.8% | +22.6% | +52.2% | +56.6% |
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