+4.3%
QQQ vs AGNC
-0.6%
+4.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.3% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | -14.8% | +2.8% | -17.6% | -15.5% |
| 3M | -9.7% | -14.2% | +4.5% | -4.8% |
| 6M | -4.9% | -11.7% | +6.8% | -1.0% |
| YTD | +5.7% | -7.7% | +13.4% | +7.9% |
| 1Y | +4.3% | -1.2% | +5.5% | +4.4% |
| All | +4.3% | -0.6% | +4.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling