+11.6%
QQQM vs AGNC
-5.3%
+16.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +3.1% |
| 7D | -0.2% | -4.4% | +4.2% | +1.0% |
| 30D | -7.5% | -1.0% | -6.5% | -7.3% |
| 3M | -3.8% | -19.2% | +15.3% | +3.3% |
| 6M | -3.0% | -15.7% | +12.7% | +2.4% |
| YTD | +12.8% | -11.3% | +24.1% | +15.8% |
| 1Y | +11.6% | -5.6% | +17.3% | +11.9% |
| All | +11.6% | -5.3% | +16.9% | +11.9% |
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 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