+70.9%
QCOM vs AGNC
+62.8%
+8.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.8% |
| 7D | +4.9% | -4.4% | +9.3% | +7.3% |
| 30D | +9.3% | -5.4% | +14.7% | +12.3% |
| 3M | -7.0% | +3.5% | -10.5% | -9.2% |
| 6M | +32.0% | +1.7% | +30.3% | +30.5% |
| YTD | +5.0% | +3.9% | +1.2% | +2.3% |
| 1Y | +13.6% | +13.8% | -0.2% | +5.2% |
| All | +70.9% | +62.8% | +8.1% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling