+80.6%
AGNC vs ALM
+2,589.2%
-2,508.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.2% |
| 7D | -4.7% | -11.8% | +7.1% | -4.3% |
| 30D | -5.7% | +7.8% | -13.5% | -6.0% |
| 3M | +1.9% | -9.3% | +11.1% | +1.9% |
| 6M | +1.8% | -30.5% | +32.3% | +2.3% |
| YTD | +3.4% | +75.8% | -72.4% | +0.9% |
| 1Y | +13.6% | +241.2% | -227.6% | +8.2% |
| 3Y | +60.4% | +1,872.6% | -1,812.3% | +41.9% |
| 5Y | +27.0% | +849.6% | -822.6% | +13.4% |
| All | +80.6% | +2,589.2% | -2,508.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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