+1,786.1%
XLK vs AGNC
+622.7%
+1,163.4%
-47.9%
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% | +1.5% |
| 7D | +0.2% | -4.7% | +4.9% | +2.0% |
| 30D | -0.6% | -5.7% | +5.0% | +1.5% |
| 3M | +2.6% | +1.9% | +0.7% | +1.6% |
| 6M | +34.0% | +1.8% | +32.2% | +32.7% |
| YTD | +30.7% | +3.4% | +27.2% | +28.5% |
| 1Y | +39.2% | +13.6% | +25.6% | +32.0% |
| 3Y | +120.4% | +60.4% | +60.1% | +82.4% |
| 5Y | +148.8% | +27.0% | +121.8% | +120.6% |
| 10Y | +803.3% | +83.1% | +720.2% | +581.3% |
| All | +1,786.1% | +622.7% | +1,163.4% | +632.4% |
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