+26.4%
AGNC vs A
-14.3%
+40.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | -4.7% | -2.6% | -2.1% | -3.8% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | +1.9% | +13.6% | -11.8% | -3.0% |
| 6M | +1.8% | +27.8% | -26.0% | -7.9% |
| YTD | +3.4% | +8.6% | -5.2% | -0.8% |
| 1Y | +13.6% | +16.9% | -3.3% | +5.2% |
| 3Y | +60.4% | +32.9% | +27.5% | +36.1% |
| All | +26.4% | -14.3% | +40.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling