+152.0%
QQQM vs AGNC
+55.9%
+96.1%
-35.0%
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% | +1.3% |
| 30D | -1.2% | -5.7% | +4.5% | +1.1% |
| 3M | -0.1% | +1.9% | -2.0% | -1.1% |
| 6M | +18.0% | +1.8% | +16.2% | +16.7% |
| YTD | +16.7% | +3.4% | +13.2% | +14.5% |
| 1Y | +23.0% | +13.6% | +9.4% | +16.0% |
| 3Y | +93.3% | +60.4% | +33.0% | +57.3% |
| 5Y | +96.3% | +27.0% | +69.3% | +74.5% |
| All | +152.0% | +55.9% | +96.1% | +113.1% |
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