+631.2%
AGNC vs AME
+1,060.0%
-428.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.7% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -5.4% | -8.6% | +3.2% | -2.5% |
| 3M | +3.5% | +5.8% | -2.3% | +1.2% |
| 6M | +1.7% | +3.8% | -2.1% | +0.1% |
| YTD | +3.9% | +14.4% | -10.6% | -1.3% |
| 1Y | +13.8% | +25.8% | -11.9% | +4.4% |
| 3Y | +63.3% | +55.2% | +8.2% | +37.7% |
| 5Y | +27.5% | +85.5% | -58.1% | +0.7% |
| 10Y | +83.8% | +424.0% | -340.2% | +1.5% |
| All | +631.2% | +1,060.0% | -428.8% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling