+590.9%
JPM vs AGNC
+83.7%
+507.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -0.7% | -4.7% | +4.0% | +1.4% |
| 30D | -2.5% | -5.7% | +3.2% | 0.0% |
| 3M | +14.1% | +1.9% | +12.3% | +12.9% |
| 6M | +25.1% | +1.8% | +23.3% | +23.4% |
| YTD | +12.1% | +3.4% | +8.7% | +9.7% |
| 1Y | +18.8% | +13.6% | +5.2% | +11.3% |
| 3Y | +163.4% | +60.4% | +103.0% | +106.9% |
| 5Y | +156.5% | +27.0% | +129.6% | +124.8% |
| All | +590.9% | +83.7% | +507.2% | +446.9% |
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