+3.2%
AA vs AGNC
+26.7%
-23.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -3.4% | -4.7% | +1.3% | -0.1% |
| 30D | -5.8% | -5.7% | -0.1% | -1.9% |
| 3M | -29.9% | +1.9% | -31.8% | -30.9% |
| 6M | -27.0% | +1.8% | -28.8% | -28.3% |
| YTD | -8.7% | +3.4% | -12.2% | -11.4% |
| 1Y | +50.6% | +13.6% | +37.0% | +36.7% |
| 3Y | +74.1% | +60.4% | +13.7% | +26.4% |
| All | +3.2% | +26.7% | -23.5% | -5.6% |
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