+1,252.5%
SPGI vs AGNC
+625.5%
+627.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.6% |
| 7D | -8.9% | -4.4% | -4.5% | -7.1% |
| 30D | +0.6% | -5.4% | +6.0% | +3.1% |
| 3M | +2.0% | +3.5% | -1.5% | +0.3% |
| 6M | +0.1% | +1.7% | -1.6% | -1.1% |
| YTD | -16.4% | +3.9% | -20.3% | -18.5% |
| 1Y | -18.9% | +13.8% | -32.8% | -24.2% |
| 3Y | +13.8% | +63.3% | -49.6% | -10.6% |
| 5Y | +0.5% | +27.5% | -27.0% | -13.6% |
| 10Y | +288.9% | +83.8% | +205.1% | +171.0% |
| All | +1,252.5% | +625.5% | +627.0% | +228.0% |
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