+47.4%
JD vs AGNC
+108.3%
-60.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.9% |
| 7D | -3.0% | -1.0% | -1.9% | -2.6% |
| 30D | -19.3% | -1.2% | -18.1% | -19.0% |
| 3M | -6.0% | +5.4% | -11.4% | -8.1% |
| 6M | +1.8% | +6.7% | -4.9% | -1.1% |
| YTD | -2.6% | +7.1% | -9.7% | -5.7% |
| 1Y | -17.4% | +16.3% | -33.7% | -22.5% |
| 3Y | -8.6% | +68.5% | -77.1% | -25.6% |
| 5Y | -61.6% | +31.4% | -93.0% | -66.6% |
| 10Y | +16.9% | +89.6% | -72.7% | -7.6% |
| All | +47.4% | +108.3% | -60.9% | +18.0% |
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