+26.4%
AGNC vs ALC
-20.7%
+47.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -4.7% | -6.3% | +1.6% | -2.3% |
| 30D | -5.7% | -10.3% | +4.6% | -1.8% |
| 3M | +1.9% | -0.7% | +2.6% | +1.9% |
| 6M | +1.8% | -17.8% | +19.6% | +9.0% |
| YTD | +3.4% | -15.8% | +19.3% | +9.3% |
| 1Y | +13.6% | -16.7% | +30.3% | +20.3% |
| 3Y | +60.4% | -19.7% | +80.1% | +67.7% |
| All | +26.4% | -20.7% | +47.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling