+60.4%
AGNC vs ALHC
+143.4%
-83.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -4.7% | -6.9% | +2.2% | -4.4% |
| 30D | -5.7% | -6.7% | +1.1% | -5.4% |
| 3M | +1.9% | -37.7% | +39.6% | +3.8% |
| 6M | +1.8% | -30.0% | +31.8% | +2.8% |
| YTD | +3.4% | -36.2% | +39.6% | +4.7% |
| 1Y | +13.6% | -22.9% | +36.5% | +14.1% |
| 3Y | +60.4% | +138.4% | -78.0% | +54.9% |
| All | +60.4% | +143.4% | -83.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling