+810.4%
NDAQ vs AGNC
+625.5%
+184.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.0% |
| 7D | -6.8% | -4.4% | -2.4% | -4.9% |
| 30D | -3.2% | -5.4% | +2.2% | -0.8% |
| 3M | +6.5% | +3.5% | +3.0% | +4.8% |
| 6M | +5.7% | +1.7% | +4.0% | +4.5% |
| YTD | -4.6% | +3.9% | -8.5% | -6.9% |
| 1Y | -1.6% | +13.8% | -15.4% | -7.9% |
| 3Y | +86.4% | +63.3% | +23.1% | +45.9% |
| 5Y | +50.3% | +27.5% | +22.8% | +28.5% |
| 10Y | +369.0% | +83.8% | +285.2% | +212.6% |
| All | +810.4% | +625.5% | +184.9% | +80.3% |
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