+1,096.1%
JPM vs AGNC
+622.7%
+473.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | -0.7% | -4.7% | +4.0% | +2.0% |
| 30D | -2.5% | -5.7% | +3.2% | +0.7% |
| 3M | +14.1% | +1.9% | +12.3% | +12.5% |
| 6M | +25.1% | +1.8% | +23.3% | +22.9% |
| YTD | +12.1% | +3.4% | +8.7% | +8.9% |
| 1Y | +18.8% | +13.6% | +5.2% | +9.2% |
| 3Y | +163.4% | +60.4% | +103.0% | +92.9% |
| 5Y | +156.5% | +27.0% | +129.6% | +109.1% |
| 10Y | +595.1% | +83.1% | +512.0% | +323.3% |
| All | +1,096.1% | +622.7% | +473.4% | +66.6% |
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