-44.0%
ACHR vs AGNC
+40.0%
-84.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | -2.3% | -4.7% | +2.4% | +2.2% |
| 30D | -11.3% | -5.7% | -5.6% | -6.2% |
| 3M | +5.3% | +1.9% | +3.4% | +2.9% |
| 6M | -13.2% | +1.8% | -15.0% | -15.1% |
| YTD | -25.8% | +3.4% | -29.2% | -28.3% |
| 1Y | -34.3% | +13.6% | -47.9% | -42.2% |
| 3Y | -19.9% | +60.4% | -80.3% | -46.6% |
| 5Y | -42.7% | +27.0% | -69.6% | -54.3% |
| All | -44.0% | +40.0% | -84.0% | -58.1% |
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