+917.4%
JCI vs AGNC
+622.7%
+294.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +1.7% | +1.9% | -0.2% | +0.5% |
| 6M | +8.8% | +1.8% | +7.0% | +7.5% |
| YTD | +22.6% | +3.4% | +19.2% | +20.2% |
| 1Y | +36.2% | +13.6% | +22.6% | +28.1% |
| 3Y | +168.0% | +60.4% | +107.6% | +116.2% |
| 5Y | +113.5% | +27.0% | +86.5% | +85.9% |
| 10Y | +344.3% | +83.1% | +261.2% | +224.0% |
| All | +917.4% | +622.7% | +294.7% | +236.6% |
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