+52.3%
AGNC vs AS
+109.5%
-57.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -4.7% | -4.9% | +0.2% | -4.0% |
| 30D | -5.7% | -15.0% | +9.3% | -3.6% |
| 3M | +1.9% | -21.2% | +23.0% | +5.1% |
| 6M | +1.8% | -16.0% | +17.8% | +3.9% |
| YTD | +3.4% | -24.8% | +28.3% | +6.8% |
| 1Y | +13.6% | -24.1% | +37.7% | +16.9% |
| All | +52.3% | +109.5% | -57.2% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling