+80.6%
AGNC vs ACM
+134.0%
-53.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -4.7% | -4.6% | -0.1% | -3.3% |
| 30D | -5.7% | +4.1% | -9.8% | -7.0% |
| 3M | +1.9% | -8.3% | +10.2% | +4.0% |
| 6M | +1.8% | -30.1% | +31.9% | +12.9% |
| YTD | +3.4% | -32.6% | +36.1% | +15.4% |
| 1Y | +13.6% | -49.6% | +63.2% | +38.8% |
| 3Y | +60.4% | -23.0% | +83.4% | +67.0% |
| 5Y | +27.0% | +2.0% | +25.0% | +19.6% |
| All | +80.6% | +134.0% | -53.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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