+507.5%
XYZ vs AGNC
+121.7%
+385.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.3% |
| 7D | -3.7% | -1.0% | -2.7% | -3.0% |
| 30D | +0.5% | -1.2% | +1.8% | +1.5% |
| 3M | +16.3% | +5.4% | +10.9% | +11.9% |
| 6M | +21.1% | +6.7% | +14.4% | +15.4% |
| YTD | +22.0% | +7.1% | +14.9% | +15.4% |
| 1Y | +5.2% | +16.3% | -11.1% | -6.8% |
| 3Y | +49.6% | +68.5% | -18.9% | +1.1% |
| 5Y | -68.4% | +31.4% | -99.8% | -74.6% |
| 10Y | +604.5% | +89.6% | +514.9% | +359.1% |
| All | +507.5% | +121.7% | +385.8% | +291.9% |
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