+31.3%
NFLX vs AGNC
+26.7%
+4.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -1.1% | -4.7% | +3.6% | +0.4% |
| 30D | +4.3% | -5.7% | +10.0% | +6.3% |
| 3M | -4.8% | +1.9% | -6.6% | -5.4% |
| 6M | -18.4% | +1.8% | -20.2% | -19.2% |
| YTD | -17.4% | +3.4% | -20.9% | -19.0% |
| 1Y | -35.7% | +13.6% | -49.3% | -39.1% |
| 3Y | +73.8% | +60.4% | +13.4% | +43.1% |
| All | +31.3% | +26.7% | +4.7% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling