-41.1%
ACN vs AGNC
+26.7%
-67.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | -1.5% | -4.7% | +3.2% | +0.2% |
| 30D | +2.1% | -5.7% | +7.8% | +4.4% |
| 3M | +11.1% | +1.9% | +9.2% | +10.3% |
| 6M | -6.8% | +1.8% | -8.6% | -7.8% |
| YTD | -30.0% | +3.4% | -33.5% | -31.4% |
| 1Y | -23.1% | +13.6% | -36.7% | -27.5% |
| 3Y | -40.4% | +60.4% | -100.8% | -51.5% |
| All | -41.1% | +26.7% | -67.8% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling