+57.7%
AGNC vs AS
+107.2%
-49.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | -1.0% | -2.8% | +1.7% | -0.7% |
| 30D | -1.2% | -23.2% | +22.0% | +2.3% |
| 3M | +5.4% | -20.1% | +25.5% | +8.5% |
| 6M | +6.7% | -18.5% | +25.2% | +9.4% |
| YTD | +7.1% | -25.6% | +32.8% | +10.7% |
| 1Y | +16.3% | -24.4% | +40.6% | +19.7% |
| All | +57.7% | +107.2% | -49.5% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling