+109.5%
AGNC vs ARES
+1,107.9%
-998.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -2.4% |
| 7D | -4.4% | -7.7% | +3.3% | -2.6% |
| 30D | -5.4% | -8.7% | +3.3% | -3.4% |
| 3M | +3.5% | +2.8% | +0.6% | +2.3% |
| 6M | +1.7% | +23.1% | -21.3% | -4.1% |
| YTD | +3.9% | -17.3% | +21.1% | +6.9% |
| 1Y | +13.8% | -24.3% | +38.1% | +19.2% |
| 3Y | +63.3% | +34.9% | +28.4% | +44.0% |
| 5Y | +27.5% | +93.5% | -66.0% | +0.7% |
| 10Y | +83.8% | +969.2% | -885.4% | +13.2% |
| All | +109.5% | +1,107.9% | -998.5% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling