+19.6%
AGNC vs ARMK
+47.4%
-27.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | +7.0% | +6.7% | +0.3% | +5.4% |
| 6M | +3.9% | +38.8% | -34.9% | -3.6% |
| YTD | +8.5% | +55.2% | -46.6% | -0.6% |
| 1Y | +19.6% | +46.6% | -27.1% | +10.0% |
| All | +19.6% | +47.4% | -27.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling