+88.6%
AG vs AGNC
+13.3%
+75.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | -6.7% | -4.7% | -2.0% | -1.9% |
| 30D | +2.2% | -5.7% | +7.8% | +8.8% |
| 3M | +15.7% | +1.9% | +13.8% | +13.1% |
| 6M | -23.8% | +1.8% | -25.6% | -25.0% |
| YTD | +17.6% | +3.4% | +14.2% | +28.7% |
| 1Y | +88.6% | +13.6% | +75.0% | +124.5% |
| All | +88.6% | +13.3% | +75.4% | +124.5% |
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