+41.6%
AGNC vs ABCL
-82.1%
+123.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.7% |
| 7D | -4.7% | -4.7% | 0.0% | -4.4% |
| 30D | -5.7% | +5.2% | -10.8% | -6.2% |
| 3M | +1.9% | +106.6% | -104.8% | -4.8% |
| 6M | +1.8% | +198.4% | -196.6% | -8.1% |
| YTD | +3.4% | +218.4% | -215.0% | -7.6% |
| 1Y | +13.6% | +136.2% | -122.6% | +3.3% |
| 3Y | +60.4% | +103.2% | -42.8% | +42.5% |
| 5Y | +27.0% | -42.7% | +69.6% | +16.3% |
| All | +41.6% | -82.1% | +123.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling