+140.1%
GOOGL vs AGNC
+26.7%
+113.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | 0.0% | -4.7% | +4.7% | +2.1% |
| 30D | -1.4% | -5.7% | +4.3% | +1.1% |
| 3M | -5.3% | +1.9% | -7.2% | -6.3% |
| 6M | +9.8% | +1.8% | +8.0% | +8.7% |
| YTD | +8.4% | +3.4% | +4.9% | +6.2% |
| 1Y | +41.2% | +13.6% | +27.6% | +32.7% |
| 3Y | +149.6% | +60.4% | +89.2% | +99.4% |
| All | +140.1% | +26.7% | +113.4% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling