+195.3%
INFY vs AGNC
+622.7%
-427.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -5.4% | -4.7% | -0.7% | -3.6% |
| 30D | -9.9% | -5.7% | -4.2% | -7.8% |
| 3M | -4.6% | +1.9% | -6.4% | -5.4% |
| 6M | -18.5% | +1.8% | -20.3% | -19.4% |
| YTD | -36.5% | +3.4% | -40.0% | -37.8% |
| 1Y | -32.8% | +13.6% | -46.4% | -36.6% |
| 3Y | -32.2% | +60.4% | -92.6% | -45.5% |
| 5Y | -44.7% | +27.0% | -71.7% | -52.0% |
| 10Y | +82.3% | +83.1% | -0.8% | +28.2% |
| All | +195.3% | +622.7% | -427.3% | -9.3% |
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