+121.3%
AGNC vs ALM
+7,261.5%
-7,140.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.6% | +6.6% | -3.0% |
| 7D | -4.4% | -7.1% | +2.7% | -4.4% |
| 30D | -5.4% | +24.7% | -30.1% | -5.5% |
| 3M | +3.5% | +8.3% | -4.8% | +3.4% |
| 6M | +1.7% | -22.2% | +23.9% | +1.7% |
| YTD | +3.9% | +88.1% | -84.2% | +3.6% |
| 1Y | +13.8% | +272.4% | -258.5% | +13.3% |
| 3Y | +63.3% | +2,004.1% | -1,940.8% | +61.5% |
| 5Y | +27.5% | +915.8% | -888.3% | +26.2% |
| 10Y | +83.8% | +2,776.7% | -2,692.9% | +81.4% |
| All | +121.3% | +7,261.5% | -7,140.2% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling