+60.4%
AGNC vs ARWR
+173.9%
-113.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.7% | -4.0% | -0.7% | -4.3% |
| 30D | -5.7% | -5.0% | -0.6% | -5.2% |
| 3M | +1.9% | +11.3% | -9.5% | +0.2% |
| 6M | +1.8% | +42.6% | -40.8% | -3.0% |
| YTD | +3.4% | +24.8% | -21.3% | -0.3% |
| 1Y | +13.6% | +178.8% | -165.2% | -2.3% |
| 3Y | +60.4% | +183.3% | -123.0% | +23.5% |
| All | +60.4% | +173.9% | -113.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling