-5.9%
ABT vs AGNC
+2.0%
-7.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.0% | +1.6% | +4.7% |
| 7D | +12.5% | +1.5% | +11.1% | +12.1% |
| 30D | +16.1% | +3.9% | +12.2% | +15.1% |
| 3M | +10.2% | -13.5% | +23.7% | +13.5% |
| 6M | +33.7% | -10.6% | +44.3% | +36.8% |
| YTD | -5.5% | -7.2% | +1.7% | -8.1% |
| 1Y | -5.9% | 0.0% | -5.9% | -13.0% |
| All | -5.9% | +2.0% | -7.9% | -13.0% |
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 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