+46.3%
LYB vs AGNC
+83.7%
-37.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +0.3% | -4.7% | +5.0% | +2.7% |
| 30D | +2.5% | -5.7% | +8.1% | +5.4% |
| 3M | +1.4% | +1.9% | -0.5% | -0.3% |
| 6M | -3.5% | +1.8% | -5.3% | -6.3% |
| YTD | +52.0% | +3.4% | +48.5% | +46.2% |
| 1Y | +22.1% | +13.6% | +8.4% | +11.5% |
| 3Y | -22.8% | +60.4% | -83.1% | -41.8% |
| 5Y | -3.4% | +27.0% | -30.3% | -17.5% |
| All | +46.3% | +83.7% | -37.4% | +14.7% |
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 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