+43.4%
XLK vs AGNC
+22.6%
+20.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | +0.7% | +0.9% | -0.2% | +0.5% |
| 3M | -2.9% | +7.0% | -9.9% | -5.2% |
| 6M | +34.3% | +3.9% | +30.4% | +30.5% |
| YTD | +30.4% | +8.5% | +21.9% | +28.1% |
| 1Y | +43.4% | +19.6% | +23.8% | +41.3% |
| All | +43.4% | +22.6% | +20.8% | +41.3% |
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