+31.4%
AGNC vs AMBA
-50.1%
+81.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.4% | -10.0% | -2.7% |
| 7D | -1.0% | +2.5% | -3.5% | -1.4% |
| 30D | -1.2% | -16.1% | +14.9% | +0.9% |
| 3M | +5.4% | +4.6% | +0.7% | +2.9% |
| 6M | +6.7% | +29.2% | -22.5% | -0.3% |
| YTD | +7.1% | -2.9% | +10.0% | +3.9% |
| 1Y | +16.3% | -18.7% | +35.0% | +14.4% |
| 3Y | +68.5% | +14.9% | +53.6% | +49.1% |
| 5Y | +31.4% | -53.0% | +84.4% | +21.1% |
| All | +31.4% | -50.1% | +81.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling