-32.8%
INFY vs AGNC
+13.3%
-46.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -5.4% | -4.7% | -0.7% | -4.3% |
| 30D | -9.9% | -5.7% | -4.2% | -8.6% |
| 3M | -4.6% | +1.9% | -6.4% | -4.7% |
| 6M | -18.5% | +1.8% | -20.3% | -18.9% |
| YTD | -36.5% | +3.4% | -40.0% | -37.8% |
| 1Y | -32.8% | +13.6% | -46.4% | -36.0% |
| All | -32.8% | +13.3% | -46.0% | -36.0% |
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 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