+174.4%
AGNC vs AMC
-98.1%
+272.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +0.8% | -0.8% | +1.5% | +0.8% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | +9.2% | +42.2% | -33.0% | +8.2% |
| 6M | +7.4% | +118.8% | -111.4% | +5.5% |
| YTD | +8.8% | +64.1% | -55.3% | +7.4% |
| 1Y | +18.3% | -9.5% | +27.8% | +17.8% |
| 3Y | +71.2% | -64.3% | +135.5% | +71.1% |
| 5Y | +34.8% | -99.5% | +134.2% | +40.0% |
| 10Y | +85.8% | -98.9% | +184.8% | +80.7% |
| All | +174.4% | -98.1% | +272.6% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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