+654.1%
AGNC vs ACM
+125.3%
+528.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | -1.0% | -3.7% | +2.6% | 0.0% |
| 30D | -1.2% | -12.7% | +11.4% | +2.0% |
| 3M | +5.4% | -9.8% | +15.2% | +7.7% |
| 6M | +6.7% | -31.4% | +38.1% | +17.1% |
| YTD | +7.1% | -32.1% | +39.2% | +17.2% |
| 1Y | +16.3% | -47.8% | +64.1% | +36.1% |
| 3Y | +68.5% | -22.1% | +90.5% | +75.0% |
| 5Y | +31.4% | +1.8% | +29.6% | +26.4% |
| 10Y | +89.6% | +132.5% | -43.0% | +42.0% |
| All | +654.1% | +125.3% | +528.8% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling