+80.6%
AGNC vs AR
+41.9%
+38.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -4.7% | -2.5% | -2.2% | -4.4% |
| 30D | -5.7% | +2.5% | -8.2% | -6.0% |
| 3M | +1.9% | +12.3% | -10.4% | +0.4% |
| 6M | +1.8% | -3.1% | +4.9% | +1.7% |
| YTD | +3.4% | +11.5% | -8.1% | +1.5% |
| 1Y | +13.6% | +17.0% | -3.4% | +10.5% |
| 3Y | +60.4% | +47.3% | +13.1% | +49.5% |
| 5Y | +27.0% | +141.2% | -114.3% | +10.4% |
| All | +80.6% | +41.9% | +38.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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