+985.1%
ISRG vs AGNC
+648.3%
+336.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -5.0% | -1.0% | -4.0% | -4.6% |
| 30D | -10.2% | -1.2% | -9.0% | -9.8% |
| 3M | -17.2% | +5.4% | -22.6% | -18.8% |
| 6M | -28.4% | +6.7% | -35.1% | -30.3% |
| YTD | -37.6% | +7.1% | -44.7% | -39.5% |
| 1Y | -24.4% | +16.3% | -40.7% | -29.0% |
| 3Y | +18.4% | +68.5% | -50.0% | -4.3% |
| 5Y | -1.0% | +31.4% | -32.4% | -13.5% |
| 10Y | +370.1% | +89.6% | +280.6% | +246.9% |
| All | +985.1% | +648.3% | +336.8% | +305.0% |
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