+16.5%
JD vs AGNC
+83.7%
-67.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.2% | -4.7% | +0.4% | -2.5% |
| 30D | -14.4% | -5.7% | -8.7% | -12.6% |
| 3M | -3.6% | +1.9% | -5.4% | -4.6% |
| 6M | -0.3% | +1.8% | -2.1% | -1.5% |
| YTD | -2.4% | +3.4% | -5.8% | -4.3% |
| 1Y | -18.5% | +13.6% | -32.1% | -23.1% |
| 3Y | -7.0% | +60.4% | -67.4% | -23.4% |
| 5Y | -61.7% | +27.0% | -88.7% | -66.3% |
| All | +16.5% | +83.7% | -67.1% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling