+26.4%
AGNC vs ACM
+1.2%
+25.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -4.7% | -4.6% | -0.1% | -3.2% |
| 30D | -5.7% | +4.1% | -9.8% | -7.1% |
| 3M | +1.9% | -8.3% | +10.2% | +4.0% |
| 6M | +1.8% | -30.1% | +31.9% | +13.8% |
| YTD | +3.4% | -32.6% | +36.1% | +16.2% |
| 1Y | +13.6% | -49.6% | +63.2% | +42.1% |
| 3Y | +60.4% | -23.0% | +83.4% | +61.3% |
| All | +26.4% | +1.2% | +25.2% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling