+584.1%
JNJ vs AGNC
+622.7%
-38.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.5% | -4.7% | +1.2% | -2.7% |
| 30D | +2.3% | -5.7% | +8.0% | +3.4% |
| 3M | +12.0% | +1.9% | +10.1% | +11.5% |
| 6M | +10.5% | +1.8% | +8.7% | +9.9% |
| YTD | +30.4% | +3.4% | +27.0% | +29.2% |
| 1Y | +52.1% | +13.6% | +38.5% | +48.1% |
| 3Y | +77.8% | +60.4% | +17.4% | +61.4% |
| 5Y | +82.9% | +27.0% | +55.9% | +71.2% |
| 10Y | +194.8% | +83.1% | +111.7% | +151.1% |
| All | +584.1% | +622.7% | -38.6% | +286.7% |
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