+80.6%
AGNC vs AME
+445.1%
-364.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -1.6% |
| 7D | -4.7% | +1.7% | -6.4% | -5.3% |
| 30D | -5.7% | -6.4% | +0.8% | -3.4% |
| 3M | +1.9% | +7.1% | -5.2% | -1.0% |
| 6M | +1.8% | +8.2% | -6.4% | -1.6% |
| YTD | +3.4% | +18.2% | -14.7% | -3.4% |
| 1Y | +13.6% | +26.7% | -13.1% | +3.0% |
| 3Y | +60.4% | +60.7% | -0.3% | +30.9% |
| 5Y | +27.0% | +91.6% | -64.6% | -3.7% |
| All | +80.6% | +445.1% | -364.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling