+59.4%
AGNC vs AMDL
+117.8%
-58.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -0.2% |
| 7D | +0.8% | +19.9% | -19.2% | 0.0% |
| 30D | -0.4% | +6.3% | -6.6% | -0.8% |
| 3M | +9.2% | -9.9% | +19.1% | +8.4% |
| 6M | +7.4% | +394.3% | -386.9% | -2.4% |
| YTD | +8.8% | +257.3% | -248.5% | -0.5% |
| 1Y | +18.3% | +508.5% | -490.3% | +3.5% |
| All | +59.4% | +117.8% | -58.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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