+114.4%
JCI vs AGNC
+26.7%
+87.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.7% | -4.7% | +5.4% | +2.7% |
| 30D | -4.4% | -5.7% | +1.2% | -2.3% |
| 3M | +1.7% | +1.9% | -0.2% | +0.5% |
| 6M | +8.8% | +1.8% | +7.0% | +7.4% |
| YTD | +22.6% | +3.4% | +19.2% | +20.1% |
| 1Y | +36.2% | +13.6% | +22.6% | +28.1% |
| 3Y | +168.0% | +60.4% | +107.6% | +117.8% |
| All | +114.4% | +26.7% | +87.7% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling