+102.7%
AGNC vs AMCR
+93.5%
+9.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -4.7% | -6.3% | +1.6% | -3.1% |
| 30D | -5.7% | -7.8% | +2.1% | -3.7% |
| 3M | +1.9% | +7.5% | -5.7% | -0.2% |
| 6M | +1.8% | +2.7% | -0.9% | +0.7% |
| YTD | +3.4% | +6.0% | -2.6% | +1.1% |
| 1Y | +13.6% | +7.8% | +5.8% | +10.4% |
| 3Y | +60.4% | +5.8% | +54.6% | +55.5% |
| 5Y | +27.0% | -11.6% | +38.6% | +28.0% |
| 10Y | +83.1% | +14.6% | +68.5% | +70.5% |
| All | +102.7% | +93.5% | +9.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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