+2,240.1%
GOOG vs AGNC
+622.7%
+1,617.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | 0.0% | -4.7% | +4.7% | +1.7% |
| 30D | -2.0% | -5.7% | +3.7% | 0.0% |
| 3M | -5.9% | +1.9% | -7.7% | -6.6% |
| 6M | +8.9% | +1.8% | +7.1% | +8.1% |
| YTD | +7.1% | +3.4% | +3.7% | +5.5% |
| 1Y | +39.7% | +13.6% | +26.1% | +33.0% |
| 3Y | +145.8% | +60.4% | +85.5% | +105.3% |
| 5Y | +138.6% | +27.0% | +111.6% | +112.7% |
| 10Y | +791.5% | +83.1% | +708.4% | +581.5% |
| All | +2,240.1% | +622.7% | +1,617.4% | +833.2% |
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