+22.9%
SBUX vs AGNC
+13.3%
+9.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.5% | -4.7% | -0.8% | -3.7% |
| 30D | -8.5% | -5.7% | -2.8% | -6.4% |
| 3M | -2.9% | +1.9% | -4.8% | -4.2% |
| 6M | -1.5% | +1.8% | -3.3% | -3.7% |
| YTD | +19.4% | +3.4% | +15.9% | +15.4% |
| 1Y | +22.9% | +13.6% | +9.3% | +15.1% |
| All | +22.9% | +13.3% | +9.7% | +15.1% |
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 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