+1,475.4%
EQIX vs AGNC
+622.7%
+852.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.2% | -4.7% | +4.9% | +2.1% |
| 30D | -2.5% | -5.7% | +3.2% | -0.2% |
| 3M | 0.0% | +1.9% | -1.9% | -1.1% |
| 6M | +7.6% | +1.8% | +5.8% | +6.3% |
| YTD | +37.5% | +3.4% | +34.1% | +34.6% |
| 1Y | +32.9% | +13.6% | +19.3% | +25.1% |
| 3Y | +42.8% | +60.4% | -17.6% | +15.7% |
| 5Y | +35.8% | +27.0% | +8.9% | +18.6% |
| 10Y | +247.0% | +83.1% | +163.9% | +145.0% |
| All | +1,475.4% | +622.7% | +852.7% | +383.9% |
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