+91.8%
AGNC vs AMBA
+837.3%
-745.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.2% | -11.0% | +9.8% | -0.1% |
| 30D | +0.9% | -23.2% | +24.1% | +3.4% |
| 3M | +7.0% | -12.7% | +19.7% | +7.1% |
| 6M | +3.9% | +11.2% | -7.3% | +0.8% |
| YTD | +8.5% | -11.2% | +19.8% | +7.4% |
| 1Y | +19.6% | -22.5% | +42.1% | +19.0% |
| 3Y | +66.1% | -1.3% | +67.4% | +56.8% |
| 5Y | +31.8% | -54.2% | +86.0% | +28.0% |
| 10Y | +87.0% | -6.1% | +93.1% | +65.8% |
| All | +91.8% | +837.3% | -745.4% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling