+60.4%
AGNC vs ACM
-22.9%
+83.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.7% | -4.6% | -0.1% | -3.6% |
| 30D | -5.7% | +4.1% | -9.8% | -6.7% |
| 3M | +1.9% | -8.3% | +10.2% | +3.5% |
| 6M | +1.8% | -30.1% | +31.9% | +10.7% |
| YTD | +3.4% | -32.6% | +36.1% | +12.8% |
| 1Y | +13.6% | -49.6% | +63.2% | +35.2% |
| 3Y | +60.4% | -23.0% | +83.4% | +48.2% |
| All | +60.4% | -22.9% | +83.3% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling