+18,002.3%
NFLX vs AGNC
+622.7%
+17,379.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.1% | -4.7% | +3.6% | +0.3% |
| 30D | +4.3% | -5.7% | +10.0% | +6.1% |
| 3M | -4.8% | +1.9% | -6.6% | -5.3% |
| 6M | -18.4% | +1.8% | -20.2% | -19.2% |
| YTD | -17.4% | +3.4% | -20.9% | -18.8% |
| 1Y | -35.7% | +13.6% | -49.3% | -38.6% |
| 3Y | +73.8% | +60.4% | +13.4% | +47.2% |
| 5Y | +29.3% | +27.0% | +2.3% | +16.7% |
| 10Y | +702.1% | +83.1% | +619.0% | +524.2% |
| All | +18,002.3% | +622.7% | +17,379.6% | +7,780.4% |
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