0.0%
AGNC vs AS
+3.3%
-3.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +3.1% |
| 7D | +1.5% | +13.8% | -12.3% | -0.8% |
| 30D | +3.9% | +16.7% | -12.7% | +1.1% |
| 3M | -13.5% | -11.5% | -1.9% | -11.9% |
| 6M | -10.6% | -5.5% | -5.1% | -10.2% |
| YTD | -7.2% | -14.2% | +7.0% | -7.4% |
| 1Y | 0.0% | +2.1% | -2.1% | +0.6% |
| All | 0.0% | +3.3% | -3.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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