+80.6%
AGNC vs ALK
-35.7%
+116.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -4.7% | -2.1% | -2.6% | -4.2% |
| 30D | -5.7% | -13.1% | +7.4% | -2.3% |
| 3M | +1.9% | -11.8% | +13.6% | +4.6% |
| 6M | +1.8% | -0.4% | +2.2% | +0.1% |
| YTD | +3.4% | -18.2% | +21.6% | +6.4% |
| 1Y | +13.6% | -35.5% | +49.2% | +23.8% |
| 3Y | +60.4% | +1.8% | +58.6% | +46.0% |
| 5Y | +27.0% | -26.6% | +53.6% | +23.8% |
| All | +80.6% | -35.7% | +116.3% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling