+1,575.4%
SBUX vs AGNC
+622.7%
+952.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.5% | -4.7% | -0.8% | -3.6% |
| 30D | -8.5% | -5.7% | -2.8% | -6.3% |
| 3M | -2.9% | +1.9% | -4.8% | -3.9% |
| 6M | -1.5% | +1.8% | -3.3% | -2.7% |
| YTD | +19.4% | +3.4% | +15.9% | +17.1% |
| 1Y | +22.9% | +13.6% | +9.3% | +16.0% |
| 3Y | +11.3% | +60.4% | -49.1% | -10.1% |
| 5Y | -6.9% | +27.0% | -33.8% | -18.6% |
| 10Y | +125.4% | +83.1% | +42.3% | +62.3% |
| All | +1,575.4% | +622.7% | +952.7% | +409.4% |
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