+4.6%
VALE vs AGNC
+622.7%
-618.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.3% | -4.7% | +4.4% | +2.5% |
| 30D | +8.6% | -5.7% | +14.3% | +12.2% |
| 3M | +2.0% | +1.9% | +0.1% | +0.6% |
| 6M | +2.1% | +1.8% | +0.3% | +0.8% |
| YTD | +20.2% | +3.4% | +16.8% | +17.8% |
| 1Y | +55.2% | +13.6% | +41.6% | +43.9% |
| 3Y | +45.9% | +60.4% | -14.5% | +8.7% |
| 5Y | +41.4% | +27.0% | +14.4% | +16.5% |
| 10Y | +513.1% | +83.1% | +430.0% | +279.9% |
| All | +4.6% | +622.7% | -618.1% | -78.5% |
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