+13.6%
AGNC vs ALB
+66.4%
-52.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.3% |
| 7D | -4.7% | -6.6% | +1.9% | -4.4% |
| 30D | -5.7% | -8.1% | +2.5% | -5.4% |
| 3M | +1.9% | -25.7% | +27.5% | +3.0% |
| 6M | +1.8% | -29.5% | +31.3% | +2.6% |
| YTD | +3.4% | -16.2% | +19.7% | +4.5% |
| 1Y | +13.6% | +59.2% | -45.6% | +16.2% |
| All | +13.6% | +66.4% | -52.8% | +16.2% |
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