+1,736.0%
NXPI vs AGNC
+229.8%
+1,506.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +3.0% |
| 7D | +0.7% | -4.4% | +5.1% | +3.0% |
| 30D | -4.2% | -5.4% | +1.2% | -1.5% |
| 3M | -20.4% | +3.5% | -23.9% | -22.1% |
| 6M | +12.5% | +1.7% | +10.8% | +10.8% |
| YTD | +5.2% | +3.9% | +1.4% | +2.3% |
| 1Y | +5.1% | +13.8% | -8.7% | -2.7% |
| 3Y | +17.7% | +63.3% | -45.6% | -9.8% |
| 5Y | +16.8% | +27.5% | -10.7% | 0.0% |
| 10Y | +215.8% | +83.8% | +132.0% | +124.3% |
| All | +1,736.0% | +229.8% | +1,506.1% | +669.6% |
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