+2,250.3%
GOOGL vs AGNC
+622.7%
+1,627.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | 0.0% | -4.7% | +4.7% | +1.7% |
| 30D | -1.4% | -5.7% | +4.3% | +0.6% |
| 3M | -5.3% | +1.9% | -7.2% | -6.1% |
| 6M | +9.8% | +1.8% | +8.0% | +9.0% |
| YTD | +8.4% | +3.4% | +4.9% | +6.7% |
| 1Y | +41.2% | +13.6% | +27.6% | +34.5% |
| 3Y | +149.6% | +60.4% | +89.2% | +108.5% |
| 5Y | +142.6% | +27.0% | +115.6% | +116.2% |
| 10Y | +766.8% | +83.1% | +683.7% | +562.5% |
| All | +2,250.3% | +622.7% | +1,627.6% | +837.0% |
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