+662.8%
ITW vs AGNC
+622.7%
+40.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -4.7% | +4.0% | +1.2% |
| 30D | -8.3% | -5.7% | -2.7% | -6.2% |
| 3M | +6.0% | +1.9% | +4.2% | +5.1% |
| 6M | 0.0% | +1.8% | -1.8% | -1.0% |
| YTD | +10.2% | +3.4% | +6.8% | +8.4% |
| 1Y | +3.2% | +13.6% | -10.4% | -2.4% |
| 3Y | +21.0% | +60.4% | -39.4% | -1.4% |
| 5Y | +37.9% | +27.0% | +10.9% | +21.0% |
| 10Y | +193.2% | +83.1% | +110.1% | +115.3% |
| All | +662.8% | +622.7% | +40.2% | +161.8% |
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 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