-20.4%
INFY vs AGNC
-0.6%
-19.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.7% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +21.3% | +2.8% | +18.6% | +20.2% |
| 3M | +2.6% | -14.2% | +16.8% | +6.2% |
| 6M | +4.9% | -11.7% | +16.6% | +8.3% |
| YTD | -26.6% | -7.7% | -18.9% | -28.1% |
| 1Y | -20.4% | -1.2% | -19.2% | -25.8% |
| All | -20.4% | -0.6% | -19.8% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling