+654.1%
AGNC vs ARWR
+208.3%
+445.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | -1.0% | -3.2% | +2.2% | -0.9% |
| 30D | -1.2% | -6.5% | +5.2% | -0.9% |
| 3M | +5.4% | +12.7% | -7.3% | +4.6% |
| 6M | +6.7% | +36.2% | -29.5% | +4.9% |
| YTD | +7.1% | +24.5% | -17.3% | +5.6% |
| 1Y | +16.3% | +198.0% | -181.7% | +9.8% |
| 3Y | +68.5% | +176.4% | -107.9% | +56.7% |
| 5Y | +31.4% | +26.6% | +4.8% | +24.0% |
| 10Y | +89.6% | +1,054.1% | -964.5% | +65.2% |
| All | +654.1% | +208.3% | +445.8% | +493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling