+27.5%
AGNC vs ALK
-31.3%
+58.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -4.4% | -3.1% | -1.3% | -3.7% |
| 30D | -5.4% | -17.1% | +11.7% | -1.2% |
| 3M | +3.5% | -3.8% | +7.2% | +3.6% |
| 6M | +1.7% | -5.3% | +7.0% | +1.4% |
| YTD | +3.9% | -20.3% | +24.1% | +7.2% |
| 1Y | +13.8% | -36.0% | +49.8% | +23.5% |
| 3Y | +63.3% | +0.8% | +62.6% | +46.8% |
| 5Y | +27.5% | -28.5% | +56.0% | +20.5% |
| All | +27.5% | -31.3% | +58.7% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling