+4.1%
AGNC vs ACWI
+58.7%
-54.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.6% |
| 7D | -6.3% | +2.4% | -8.7% | -8.3% |
| 30D | -3.1% | -1.7% | -1.4% | -1.8% |
| 3M | -22.1% | -3.9% | -18.1% | -19.3% |
| 6M | -16.9% | +0.8% | -17.7% | -17.8% |
| YTD | -13.9% | +11.0% | -24.9% | -22.2% |
| 1Y | -6.9% | +13.1% | -20.0% | -17.4% |
| 3Y | +50.9% | +73.9% | -23.0% | -13.5% |
| All | +4.1% | +58.7% | -54.6% | -37.5% |
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