+6,458.4%
QLD vs AGNC
+658.3%
+5,800.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | -1.2% | +1.8% | +1.5% |
| 30D | -0.1% | +0.9% | -1.1% | -0.8% |
| 3M | -8.4% | +7.0% | -15.3% | -12.8% |
| 6M | +32.2% | +3.9% | +28.3% | +28.5% |
| YTD | +28.9% | +8.5% | +20.4% | +21.2% |
| 1Y | +43.8% | +19.6% | +24.3% | +25.8% |
| 3Y | +176.6% | +66.1% | +110.5% | +91.0% |
| 5Y | +121.6% | +31.8% | +89.7% | +80.7% |
| 10Y | +1,652.9% | +87.0% | +1,565.9% | +987.3% |
| All | +6,458.4% | +658.3% | +5,800.1% | +1,102.9% |
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