-1.2%
AGNC vs AHR
+23.7%
-24.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.1% | +5.9% | -6.0% | -1.1% |
| 30D | +2.8% | +11.0% | -8.2% | +0.9% |
| 3M | -14.2% | +1.5% | -15.7% | -14.7% |
| 6M | -11.7% | +13.9% | -25.6% | -14.0% |
| YTD | -7.7% | +20.9% | -28.6% | -9.8% |
| 1Y | -1.2% | +21.4% | -22.6% | -3.3% |
| All | -1.2% | +23.7% | -24.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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