+141.0%
AGNC vs AR
-27.8%
+168.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.8% | -1.8% | +2.6% | +0.9% |
| 30D | -0.4% | +12.6% | -13.0% | -1.6% |
| 3M | +9.2% | +10.0% | -0.8% | +8.0% |
| 6M | +7.4% | +0.6% | +6.8% | +6.9% |
| YTD | +8.8% | +13.4% | -4.6% | +6.8% |
| 1Y | +18.3% | +21.7% | -3.4% | +14.9% |
| 3Y | +71.2% | +45.8% | +25.4% | +60.8% |
| 5Y | +34.8% | +144.3% | -109.5% | +18.7% |
| 10Y | +85.8% | +41.8% | +44.0% | +34.1% |
| All | +141.0% | -27.8% | +168.9% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling