+40,042.7%
NVDA vs AGNC
+622.7%
+39,420.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.1% | -4.7% | -0.4% | -2.8% |
| 30D | -2.5% | -5.7% | +3.2% | +0.4% |
| 3M | +6.7% | +1.9% | +4.8% | +5.5% |
| 6M | +17.6% | +1.8% | +15.8% | +16.2% |
| YTD | +17.3% | +3.4% | +13.9% | +14.7% |
| 1Y | +23.5% | +13.6% | +9.9% | +14.7% |
| 3Y | +384.6% | +60.4% | +324.3% | +271.8% |
| 5Y | +875.4% | +27.0% | +848.4% | +737.7% |
| 10Y | +14,849.4% | +83.1% | +14,766.3% | +10,182.2% |
| All | +40,042.7% | +622.7% | +39,420.0% | +12,210.6% |
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