+149.6%
AGNC vs ALLY
+115.1%
+34.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | -1.2% | -4.5% | +3.2% | +0.1% |
| 3M | +5.4% | -2.8% | +8.2% | +6.1% |
| 6M | +6.7% | +10.3% | -3.6% | +3.2% |
| YTD | +7.1% | -5.7% | +12.8% | +8.4% |
| 1Y | +16.3% | +3.9% | +12.3% | +13.7% |
| 3Y | +68.5% | +64.7% | +3.7% | +38.8% |
| 5Y | +31.4% | -2.6% | +34.0% | +21.9% |
| 10Y | +89.6% | +186.0% | -96.4% | +22.8% |
| All | +149.6% | +115.1% | +34.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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