+30.3%
AGNC vs ADVB
-88.8%
+119.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.2% |
| 7D | +0.8% | -14.0% | +14.7% | +0.6% |
| 30D | -0.4% | +41.0% | -41.4% | +0.1% |
| 3M | +9.2% | +127.9% | -118.7% | +10.2% |
| 6M | +7.4% | +101.3% | -93.9% | +8.3% |
| YTD | +8.8% | +53.8% | -44.9% | +10.0% |
| 1Y | +18.3% | +4.4% | +13.8% | +19.5% |
| All | +30.3% | -88.8% | +119.1% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling