+1,857.8%
ENTG vs AGNC
+622.7%
+1,235.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +1.2% | -4.7% | +5.9% | +4.3% |
| 30D | -12.9% | -5.7% | -7.2% | -9.6% |
| 3M | -3.1% | +1.9% | -4.9% | -4.7% |
| 6M | +21.0% | +1.8% | +19.2% | +19.4% |
| YTD | +67.0% | +3.4% | +63.6% | +63.5% |
| 1Y | +68.6% | +13.6% | +55.0% | +55.4% |
| 3Y | +48.6% | +60.4% | -11.7% | +11.3% |
| 5Y | +18.6% | +27.0% | -8.4% | +1.5% |
| 10Y | +794.8% | +83.1% | +711.7% | +477.3% |
| All | +1,857.8% | +622.7% | +1,235.1% | +293.1% |
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 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