+1.2%
GOOG vs AGNC
0.0%
+1.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.7% | +2.0% |
| 7D | -10.7% | +1.5% | -12.2% | -11.2% |
| 30D | -16.4% | +3.9% | -20.4% | -17.6% |
| 3M | -23.4% | -13.5% | -9.9% | -18.8% |
| 6M | -24.2% | -10.6% | -13.6% | -21.1% |
| YTD | -8.3% | -7.2% | -1.1% | -6.8% |
| All | +1.2% | 0.0% | +1.2% | +1.6% |
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