+6.7%
AGNC vs ALB
-20.3%
+27.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.5% |
| 7D | -1.0% | -8.6% | +7.6% | -0.7% |
| 30D | -1.2% | -4.0% | +2.8% | -1.1% |
| 3M | +5.4% | -17.4% | +22.8% | +6.4% |
| 6M | +6.7% | -25.4% | +32.1% | +4.8% |
| All | +6.7% | -20.3% | +27.0% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling