+957.8%
AAOI vs AGNC
+122.2%
+835.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -0.2% | -4.7% | +4.5% | +3.2% |
| 30D | -23.7% | -5.7% | -18.0% | -20.8% |
| 3M | -39.0% | +1.9% | -40.9% | -40.4% |
| 6M | -17.0% | +1.8% | -18.8% | -19.0% |
| YTD | +202.2% | +3.4% | +198.8% | +189.6% |
| 1Y | +292.4% | +13.6% | +278.8% | +252.0% |
| 3Y | +804.4% | +60.4% | +744.0% | +578.6% |
| 5Y | +1,318.0% | +27.0% | +1,291.1% | +1,083.7% |
| 10Y | +436.7% | +83.1% | +353.6% | +309.4% |
| All | +957.8% | +122.2% | +835.7% | +717.0% |
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