+80.6%
AGNC vs AGI
+392.3%
-311.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.7% | -2.7% | -2.0% | -4.4% |
| 30D | -5.7% | +7.2% | -12.9% | -6.4% |
| 3M | +1.9% | +4.3% | -2.4% | +1.1% |
| 6M | +1.8% | -27.1% | +28.9% | +4.5% |
| YTD | +3.4% | -6.6% | +10.0% | +3.0% |
| 1Y | +13.6% | +9.5% | +4.1% | +10.9% |
| 3Y | +60.4% | +208.4% | -148.1% | +37.7% |
| 5Y | +27.0% | +401.6% | -374.7% | +2.8% |
| All | +80.6% | +392.3% | -311.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling