-43.9%
AA vs AGNC
+625.5%
-669.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.0% | -1.7% | -2.7% |
| 7D | -5.4% | -4.4% | -1.0% | -2.4% |
| 30D | -10.7% | -5.4% | -5.3% | -7.2% |
| 3M | -26.2% | +3.5% | -29.6% | -27.9% |
| 6M | -20.9% | +1.7% | -22.7% | -22.2% |
| YTD | -8.6% | +3.9% | -12.5% | -11.5% |
| 1Y | +57.4% | +13.8% | +43.6% | +43.0% |
| 3Y | +77.8% | +63.3% | +14.5% | +26.8% |
| 5Y | +2.7% | +27.5% | -24.8% | -15.1% |
| 10Y | +121.2% | +83.8% | +37.4% | +46.0% |
| All | -43.9% | +625.5% | -669.4% | -87.0% |
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