+628.3%
AGNC vs A
+580.7%
+47.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -4.7% | -2.6% | -2.1% | -4.0% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | +1.9% | +13.6% | -11.8% | -2.2% |
| 6M | +1.8% | +27.8% | -26.0% | -6.2% |
| YTD | +3.4% | +8.6% | -5.2% | -0.2% |
| 1Y | +13.6% | +16.9% | -3.3% | +6.8% |
| 3Y | +60.4% | +32.9% | +27.5% | +43.1% |
| 5Y | +27.0% | -14.1% | +41.1% | +26.6% |
| 10Y | +83.1% | +254.1% | -171.0% | +21.3% |
| All | +628.3% | +580.7% | +47.6% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling