+20.0%
YUM vs AGNC
+26.7%
-6.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -6.1% | -4.7% | -1.4% | -5.0% |
| 30D | -5.8% | -5.7% | -0.2% | -4.5% |
| 3M | -7.6% | +1.9% | -9.5% | -8.1% |
| 6M | -9.1% | +1.8% | -10.9% | -9.8% |
| YTD | -5.5% | +3.4% | -9.0% | -6.6% |
| 1Y | -3.7% | +13.6% | -17.3% | -6.9% |
| 3Y | +17.8% | +60.4% | -42.6% | +4.9% |
| All | +20.0% | +26.7% | -6.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling