+24.3%
AGNC vs ADVB
-88.9%
+113.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.2% | -3.0% |
| 7D | -4.4% | -5.9% | +1.4% | -4.5% |
| 30D | -5.4% | +13.9% | -19.3% | -5.2% |
| 3M | +3.5% | +127.3% | -123.9% | +4.4% |
| 6M | +1.7% | +77.0% | -75.3% | +2.6% |
| YTD | +3.9% | +51.5% | -47.7% | +4.9% |
| 1Y | +13.8% | -11.3% | +25.2% | +15.6% |
| All | +24.3% | -88.9% | +113.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling