+223.9%
NXPI vs AGNC
+83.7%
+140.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.7% |
| 7D | +3.9% | -4.7% | +8.5% | +6.6% |
| 30D | +1.4% | -5.7% | +7.0% | +4.7% |
| 3M | -21.5% | +1.9% | -23.4% | -22.7% |
| 6M | +19.4% | +1.8% | +17.6% | +17.3% |
| YTD | +9.9% | +3.4% | +6.5% | +6.8% |
| 1Y | +7.9% | +13.6% | -5.7% | -1.0% |
| 3Y | +22.7% | +60.4% | -37.7% | -7.9% |
| 5Y | +22.1% | +27.0% | -4.9% | +3.6% |
| All | +223.9% | +83.7% | +140.2% | +146.8% |
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