+20.7%
XLK vs AGNC
+2.0%
+18.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.0% |
| 7D | -7.6% | +1.5% | -9.1% | -7.9% |
| 30D | -12.2% | +3.9% | -16.1% | -13.1% |
| 3M | -5.5% | -13.5% | +8.0% | -0.5% |
| 6M | +9.2% | -10.6% | +19.8% | +13.1% |
| YTD | +23.0% | -7.2% | +30.2% | +26.1% |
| 1Y | +20.7% | 0.0% | +20.7% | +21.4% |
| All | +20.7% | +2.0% | +18.7% | +21.4% |
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 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