+19.6%
AGNC vs APD
+6.0%
+13.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | +0.9% | +2.1% | -1.2% | +0.8% |
| 3M | +7.0% | +7.2% | -0.2% | +6.6% |
| 6M | +3.9% | +11.2% | -7.4% | +3.3% |
| YTD | +8.5% | +24.4% | -15.8% | +6.8% |
| 1Y | +19.6% | +6.7% | +12.9% | +20.1% |
| All | +19.6% | +6.0% | +13.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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