+247.8%
IBM vs AGNC
+625.5%
-377.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -1.5% |
| 7D | -0.3% | -4.4% | +4.1% | +1.1% |
| 30D | -1.8% | -5.4% | +3.5% | -0.2% |
| 3M | -13.5% | +3.5% | -16.9% | -14.5% |
| 6M | -5.1% | +1.7% | -6.8% | -5.9% |
| YTD | -19.4% | +3.9% | -23.2% | -20.7% |
| 1Y | -6.5% | +13.8% | -20.4% | -10.7% |
| 3Y | +73.8% | +63.3% | +10.5% | +47.1% |
| 5Y | +116.3% | +27.5% | +88.8% | +93.9% |
| 10Y | +138.4% | +83.8% | +54.6% | +86.9% |
| All | +247.8% | +625.5% | -377.7% | +60.0% |
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