+3,731.6%
LLY vs AGNC
+648.3%
+3,083.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -3.1% | -1.0% | -2.1% | -2.9% |
| 30D | -8.6% | -1.2% | -7.4% | -8.3% |
| 3M | -1.6% | +5.4% | -7.0% | -2.9% |
| 6M | +11.8% | +6.7% | +5.1% | +9.9% |
| YTD | +5.1% | +7.1% | -2.0% | +2.9% |
| 1Y | +50.7% | +16.3% | +34.4% | +44.6% |
| 3Y | +95.7% | +68.5% | +27.2% | +70.1% |
| 5Y | +390.2% | +31.4% | +358.8% | +345.8% |
| 10Y | +1,580.3% | +89.6% | +1,490.7% | +1,240.4% |
| All | +3,731.6% | +648.3% | +3,083.2% | +1,522.9% |
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 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