+26.4%
AGNC vs ARES
+94.4%
-68.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -4.7% | -6.1% | +1.4% | -3.1% |
| 30D | -5.7% | -7.5% | +1.9% | -3.7% |
| 3M | +1.9% | +0.1% | +1.7% | +1.3% |
| 6M | +1.8% | +30.3% | -28.5% | -6.5% |
| YTD | +3.4% | -16.6% | +20.1% | +7.2% |
| 1Y | +13.6% | -26.1% | +39.7% | +21.6% |
| 3Y | +60.4% | +36.4% | +23.9% | +31.2% |
| All | +26.4% | +94.4% | -68.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 5y: compounded portfolio wealth divided by compounded ARES 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…
5y analysis · Full analysis span regression · 6 months rolling