+72.3%
AAOI vs AGNC
-1.6%
+73.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.0% |
| 7D | -27.4% | +1.5% | -28.9% | -27.5% |
| 30D | -59.1% | +5.2% | -64.3% | -59.4% |
| 3M | -59.6% | -14.1% | -45.5% | -57.2% |
| 6M | -71.9% | -12.7% | -59.3% | -70.4% |
| YTD | +43.8% | -8.1% | +51.9% | +12.9% |
| 1Y | +72.3% | -1.3% | +73.6% | +7.8% |
| All | +72.3% | -1.6% | +73.9% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling