+19.6%
AGNC vs ALB
+60.9%
-41.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.1% |
| 7D | -1.2% | -8.1% | +6.9% | -0.9% |
| 30D | +0.9% | +6.3% | -5.3% | +0.7% |
| 3M | +7.0% | -23.6% | +30.6% | +8.0% |
| 6M | +3.9% | -24.6% | +28.5% | +4.5% |
| YTD | +8.5% | -10.3% | +18.8% | +9.3% |
| 1Y | +19.6% | +61.5% | -41.9% | +20.1% |
| All | +19.6% | +60.9% | -41.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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