+713.9%
WMT vs AGNC
+622.7%
+91.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | 0.0% | -4.7% | +4.7% | +0.8% |
| 30D | -7.4% | -5.7% | -1.7% | -6.5% |
| 3M | -10.9% | +1.9% | -12.7% | -11.2% |
| 6M | -12.7% | +1.8% | -14.5% | -13.1% |
| YTD | -3.2% | +3.4% | -6.7% | -4.0% |
| 1Y | +5.3% | +13.6% | -8.3% | +2.7% |
| 3Y | +101.9% | +60.4% | +41.5% | +84.0% |
| 5Y | +134.6% | +27.0% | +107.6% | +119.9% |
| 10Y | +440.4% | +83.1% | +357.3% | +364.4% |
| All | +713.9% | +622.7% | +91.2% | +362.4% |
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