+11.9%
ACN vs AGNC
+2.0%
+10.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +3.0% |
| 7D | +8.6% | +1.5% | +7.1% | +8.2% |
| 30D | +36.6% | +3.9% | +32.6% | +35.3% |
| 3M | +56.3% | -13.5% | +69.8% | +60.2% |
| 6M | +49.7% | -10.6% | +60.3% | +53.1% |
| YTD | +1.3% | -7.2% | +8.5% | +3.2% |
| 1Y | +11.9% | 0.0% | +12.0% | +8.7% |
| All | +11.9% | +2.0% | +10.0% | +8.7% |
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