+57.4%
INTC vs AGNC
+2.0%
+55.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.0% | -7.8% | -6.3% |
| 7D | -39.0% | +1.5% | -40.5% | -39.2% |
| 30D | -49.8% | +3.9% | -53.8% | -51.0% |
| 3M | -42.2% | -13.5% | -28.8% | -34.8% |
| 6M | -39.2% | -10.6% | -28.6% | -33.7% |
| YTD | +57.9% | -7.2% | +65.1% | +56.4% |
| 1Y | +57.4% | 0.0% | +57.4% | +40.7% |
| All | +57.4% | +2.0% | +55.4% | +40.7% |
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