+557.3%
ACN vs AGNC
+625.5%
-68.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.2% |
| 7D | -7.9% | -4.4% | -3.5% | -6.5% |
| 30D | -1.1% | -5.4% | +4.3% | +0.8% |
| 3M | +5.6% | +3.5% | +2.1% | +4.3% |
| 6M | -9.9% | +1.7% | -11.7% | -10.8% |
| YTD | -32.3% | +3.9% | -36.2% | -33.6% |
| 1Y | -25.3% | +13.8% | -39.1% | -29.0% |
| 3Y | -42.3% | +63.3% | -105.6% | -52.1% |
| 5Y | -43.5% | +27.5% | -71.0% | -49.7% |
| 10Y | +90.8% | +83.8% | +7.0% | +46.9% |
| All | +557.3% | +625.5% | -68.3% | +193.2% |
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