+80.6%
AGNC vs APTV
-16.1%
+96.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -5.0% | +0.3% | -3.4% |
| 30D | -5.7% | -6.1% | +0.4% | -4.2% |
| 3M | +1.9% | -33.0% | +34.8% | +12.4% |
| 6M | +1.8% | -35.2% | +37.0% | +12.3% |
| YTD | +3.4% | -40.1% | +43.6% | +16.0% |
| 1Y | +13.6% | -45.6% | +59.2% | +30.5% |
| 3Y | +60.4% | -54.4% | +114.7% | +87.6% |
| 5Y | +27.0% | -68.9% | +95.9% | +59.6% |
| All | +80.6% | -16.1% | +96.7% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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