+52.2%
AGNC vs AMBA
+796.0%
-743.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -6.3% | +2.7% | -8.9% | -6.5% |
| 30D | -3.1% | -2.2% | -0.9% | -3.1% |
| 3M | -22.1% | -26.6% | +4.6% | -20.0% |
| 6M | -16.9% | -26.8% | +9.9% | -16.0% |
| YTD | -13.9% | -15.1% | +1.2% | -14.7% |
| 1Y | -6.9% | -32.3% | +25.4% | -6.0% |
| 3Y | +50.9% | +19.8% | +31.1% | +39.3% |
| 5Y | +3.9% | -69.2% | +73.2% | +3.8% |
| 10Y | +47.4% | +0.8% | +46.7% | +30.4% |
| All | +52.2% | +796.0% | -743.8% | +8.4% |
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 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