+780.7%
GOOG vs AGNC
+83.7%
+697.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | 0.0% | -4.7% | +4.7% | +1.8% |
| 30D | -2.0% | -5.7% | +3.7% | +0.1% |
| 3M | -5.9% | +1.9% | -7.7% | -6.6% |
| 6M | +8.9% | +1.8% | +7.1% | +8.0% |
| YTD | +7.1% | +3.4% | +3.7% | +5.4% |
| 1Y | +39.7% | +13.6% | +26.1% | +32.8% |
| 3Y | +145.8% | +60.4% | +85.5% | +104.2% |
| 5Y | +138.6% | +27.0% | +111.6% | +110.6% |
| All | +780.7% | +83.7% | +697.0% | +612.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling