+763.1%
EXPE vs AGNC
+625.5%
+137.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +3.3% |
| 7D | -8.7% | -4.4% | -4.3% | -6.4% |
| 30D | -13.6% | -5.4% | -8.3% | -10.9% |
| 3M | +26.6% | +3.5% | +23.2% | +24.2% |
| 6M | +19.9% | +1.7% | +18.2% | +18.5% |
| YTD | -1.7% | +3.9% | -5.6% | -4.7% |
| 1Y | +29.4% | +13.8% | +15.6% | +19.0% |
| 3Y | +155.7% | +63.3% | +92.3% | +88.9% |
| 5Y | +93.1% | +27.5% | +65.6% | +62.3% |
| 10Y | +162.1% | +83.8% | +78.3% | +76.9% |
| All | +763.1% | +625.5% | +137.6% | +106.6% |
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 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