+41.5%
QCOM vs AGNC
+26.7%
+14.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +7.8% | -4.7% | +12.5% | +10.6% |
| 30D | +12.2% | -5.7% | +17.9% | +15.7% |
| 3M | -9.9% | +1.9% | -11.7% | -11.3% |
| 6M | +36.9% | +1.8% | +35.1% | +35.0% |
| YTD | +8.0% | +3.4% | +4.6% | +5.2% |
| 1Y | +15.0% | +13.6% | +1.4% | +6.1% |
| 3Y | +75.8% | +60.4% | +15.5% | +33.1% |
| All | +41.5% | +26.7% | +14.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling