+33.4%
AG vs AGNC
+2.0%
+31.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.0% | +5.2% | +4.1% |
| 7D | -2.6% | +1.5% | -4.1% | -4.2% |
| 30D | -12.1% | +3.9% | -16.0% | -16.2% |
| 3M | -6.6% | -13.5% | +6.9% | +13.6% |
| 6M | -20.5% | -10.6% | -9.9% | -8.0% |
| YTD | -7.4% | -7.2% | -0.2% | +15.6% |
| 1Y | +33.4% | 0.0% | +33.4% | +59.1% |
| All | +33.4% | +2.0% | +31.4% | +59.1% |
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 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