+654.1%
AGNC vs ALB
+273.4%
+380.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.0% |
| 7D | -1.0% | -8.6% | +7.6% | +0.7% |
| 30D | -1.2% | -4.0% | +2.8% | -0.6% |
| 3M | +5.4% | -17.4% | +22.8% | +8.7% |
| 6M | +6.7% | -25.4% | +32.1% | +11.3% |
| YTD | +7.1% | -10.5% | +17.6% | +6.7% |
| 1Y | +16.3% | +75.8% | -59.6% | -1.2% |
| 3Y | +68.5% | -28.5% | +97.0% | +63.6% |
| 5Y | +31.4% | -45.1% | +76.5% | +30.2% |
| 10Y | +89.6% | +87.3% | +2.3% | +25.1% |
| All | +654.1% | +273.4% | +380.7% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling