+13.6%
AGNC vs AMRZ
-24.2%
+37.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -7.5% | +2.8% | -3.0% |
| 30D | -5.7% | -12.4% | +6.7% | -2.9% |
| 3M | +1.9% | -22.4% | +24.2% | +7.3% |
| 6M | +1.8% | -29.5% | +31.3% | +8.8% |
| YTD | +3.4% | -24.1% | +27.6% | +9.1% |
| 1Y | +13.6% | -26.3% | +39.9% | +21.5% |
| All | +13.6% | -24.2% | +37.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling