+81.3%
AGNC vs AMBA
+8.8%
+72.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.9% |
| 7D | -4.4% | +7.1% | -11.5% | -5.2% |
| 30D | -5.4% | -18.1% | +12.7% | -3.2% |
| 3M | +3.5% | +8.4% | -4.9% | +0.8% |
| 6M | +1.7% | +25.7% | -24.0% | -3.8% |
| YTD | +3.9% | -4.2% | +8.0% | +1.3% |
| 1Y | +13.8% | -18.7% | +32.5% | +12.3% |
| 3Y | +63.3% | +13.3% | +50.0% | +48.3% |
| 5Y | +27.5% | -54.2% | +81.7% | +21.9% |
| All | +81.3% | +8.8% | +72.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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