+29.0%
AGNC vs ALHC
-31.6%
+60.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | -1.2% | -5.4% | +4.2% | -0.9% |
| 3M | +5.4% | -32.1% | +37.5% | +7.6% |
| 6M | +6.7% | -28.5% | +35.2% | +8.1% |
| YTD | +7.1% | -34.0% | +41.1% | +8.8% |
| 1Y | +16.3% | -20.9% | +37.2% | +16.6% |
| 3Y | +68.5% | +151.5% | -83.1% | +49.3% |
| 5Y | +31.4% | -28.8% | +60.2% | +22.6% |
| All | +29.0% | -31.6% | +60.6% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling