+13.6%
AGNC vs ADVB
-14.7%
+28.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | -0.6% |
| 7D | -4.7% | -12.3% | +7.6% | -5.0% |
| 30D | -5.7% | +7.8% | -13.4% | -5.4% |
| 3M | +1.9% | +104.2% | -102.4% | +4.9% |
| 6M | +1.8% | +58.1% | -56.3% | +4.9% |
| YTD | +3.4% | +40.2% | -36.8% | +6.8% |
| 1Y | +13.6% | -16.1% | +29.7% | +15.7% |
| All | +13.6% | -14.7% | +28.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling