+26.4%
AGNC vs ACWI
+67.4%
-41.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | -4.7% | -1.0% | -3.7% | -3.8% |
| 30D | -5.7% | -0.9% | -4.8% | -4.9% |
| 3M | +1.9% | +3.5% | -1.6% | -1.4% |
| 6M | +1.8% | +12.8% | -11.0% | -9.0% |
| YTD | +3.4% | +14.0% | -10.6% | -8.5% |
| 1Y | +13.6% | +19.2% | -5.5% | -3.8% |
| 3Y | +60.4% | +75.1% | -14.8% | -7.1% |
| All | +26.4% | +67.4% | -41.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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