+499.6%
SCHW vs AGNC
+622.7%
-123.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -1.9% | -4.7% | +2.8% | +0.3% |
| 30D | -1.6% | -5.7% | +4.0% | +1.0% |
| 3M | +21.3% | +1.9% | +19.4% | +19.9% |
| 6M | +16.5% | +1.8% | +14.7% | +14.7% |
| YTD | +8.4% | +3.4% | +5.0% | +5.7% |
| 1Y | +15.6% | +13.6% | +2.0% | +7.6% |
| 3Y | +86.8% | +60.4% | +26.5% | +44.5% |
| 5Y | +60.5% | +27.0% | +33.5% | +36.6% |
| 10Y | +297.7% | +83.1% | +214.6% | +169.9% |
| All | +499.6% | +622.7% | -123.1% | +23.4% |
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