+384.1%
AG vs AGNC
+622.7%
-238.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -6.7% | -4.7% | -2.0% | -4.4% |
| 30D | +2.2% | -5.7% | +7.8% | +5.3% |
| 3M | +15.7% | +1.9% | +13.8% | +14.8% |
| 6M | -23.8% | +1.8% | -25.6% | -24.1% |
| YTD | +17.6% | +3.4% | +14.2% | +17.1% |
| 1Y | +88.6% | +13.6% | +75.0% | +78.9% |
| 3Y | +253.4% | +60.4% | +193.1% | +179.9% |
| 5Y | +62.4% | +27.0% | +35.5% | +41.6% |
| 10Y | +61.2% | +83.1% | -21.8% | +15.8% |
| All | +384.1% | +622.7% | -238.6% | +122.4% |
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