+628.3%
AGNC vs AGI
+559.6%
+68.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -4.7% | -2.7% | -2.0% | -4.5% |
| 30D | -5.7% | +7.2% | -12.9% | -6.2% |
| 3M | +1.9% | +4.3% | -2.4% | +1.3% |
| 6M | +1.8% | -27.1% | +28.9% | +3.7% |
| YTD | +3.4% | -6.6% | +10.0% | +3.2% |
| 1Y | +13.6% | +9.5% | +4.1% | +11.8% |
| 3Y | +60.4% | +208.4% | -148.1% | +45.3% |
| 5Y | +27.0% | +401.6% | -374.7% | +10.6% |
| 10Y | +83.1% | +387.3% | -304.3% | +54.6% |
| All | +628.3% | +559.6% | +68.7% | +461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling