-6.9%
SYK vs AGNC
-1.6%
-5.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | +11.7% | +1.5% | +10.1% | +11.1% |
| 30D | +18.3% | +5.2% | +13.1% | +16.8% |
| 3M | -3.1% | -14.1% | +11.0% | +0.4% |
| 6M | +12.1% | -12.7% | +24.8% | +15.8% |
| YTD | -6.5% | -8.1% | +1.6% | -8.2% |
| 1Y | -6.9% | -1.3% | -5.5% | -10.9% |
| All | -6.9% | -1.6% | -5.2% | -10.9% |
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