+1,563.9%
QQQ vs AGNC
+622.7%
+941.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.6% | -4.7% | +4.1% | +1.1% |
| 30D | -1.2% | -5.7% | +4.5% | +0.8% |
| 3M | -0.2% | +1.9% | -2.1% | -1.0% |
| 6M | +17.9% | +1.8% | +16.1% | +16.9% |
| YTD | +16.6% | +3.4% | +13.2% | +14.8% |
| 1Y | +23.0% | +13.6% | +9.4% | +16.9% |
| 3Y | +92.9% | +60.4% | +32.6% | +60.6% |
| 5Y | +95.6% | +27.0% | +68.6% | +74.1% |
| 10Y | +570.4% | +83.1% | +487.3% | +408.3% |
| All | +1,563.9% | +622.7% | +941.2% | +559.4% |
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 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