+49.0%
AGNC vs ABCL
-81.2%
+130.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.8% | +1.4% | -0.7% | +0.6% |
| 30D | -0.4% | +65.1% | -65.5% | -4.8% |
| 3M | +9.2% | +111.1% | -101.9% | +1.9% |
| 6M | +7.4% | +231.6% | -224.2% | -3.8% |
| YTD | +8.8% | +234.5% | -225.7% | -3.1% |
| 1Y | +18.3% | +174.3% | -156.1% | +6.2% |
| 3Y | +71.2% | +111.5% | -40.3% | +51.6% |
| 5Y | +34.8% | -37.3% | +72.1% | +23.0% |
| All | +49.0% | -81.2% | +130.2% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling