-24.0%
NKE vs AGNC
+83.7%
-107.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.2% | -4.7% | +0.5% | -2.2% |
| 30D | -8.2% | -5.7% | -2.5% | -5.8% |
| 3M | -19.1% | +1.9% | -20.9% | -19.8% |
| 6M | -32.6% | +1.8% | -34.4% | -33.3% |
| YTD | -40.7% | +3.4% | -44.2% | -41.8% |
| 1Y | -48.9% | +13.6% | -62.5% | -51.9% |
| 3Y | -59.2% | +60.4% | -119.6% | -67.1% |
| 5Y | -75.3% | +27.0% | -102.3% | -78.5% |
| All | -24.0% | +83.7% | -107.7% | -41.9% |
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 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