+26.4%
AGNC vs ATI
+1,029.4%
-1,003.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -5.6% | +0.9% | -3.8% |
| 30D | -5.7% | -13.7% | +8.1% | -3.5% |
| 3M | +1.9% | -0.4% | +2.2% | +1.5% |
| 6M | +1.8% | +26.2% | -24.4% | -2.9% |
| YTD | +3.4% | +73.2% | -69.8% | -6.4% |
| 1Y | +13.6% | +161.6% | -148.0% | -4.3% |
| 3Y | +60.4% | +346.2% | -285.8% | +17.3% |
| All | +26.4% | +1,029.4% | -1,003.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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