-9.9%
ACN vs AGNC
+2.9%
-12.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.0% |
| 7D | -7.9% | -4.4% | -3.5% | -6.7% |
| 30D | -1.1% | -5.4% | +4.3% | +0.5% |
| 3M | +5.6% | +3.5% | +2.1% | +5.9% |
| 6M | -9.9% | +1.7% | -11.7% | -9.7% |
| All | -9.9% | +2.9% | -12.8% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling