+628.3%
AGNC vs AMP
+1,521.2%
-892.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -5.7% | -1.3% | -4.4% | -5.4% |
| 3M | +1.9% | +24.2% | -22.3% | -3.8% |
| 6M | +1.8% | +24.6% | -22.8% | -4.1% |
| YTD | +3.4% | +14.8% | -11.4% | -0.7% |
| 1Y | +13.6% | +12.8% | +0.8% | +9.3% |
| 3Y | +60.4% | +69.0% | -8.6% | +37.6% |
| 5Y | +27.0% | +124.9% | -97.9% | +0.4% |
| 10Y | +83.1% | +583.5% | -500.4% | +6.0% |
| All | +628.3% | +1,521.2% | -892.9% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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