+1.7%
AGNC vs ATI
+27.3%
-25.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.6% | -2.5% |
| 7D | -4.4% | -2.7% | -1.7% | -4.0% |
| 30D | -5.4% | -13.5% | +8.1% | -3.3% |
| 3M | +3.5% | +8.5% | -5.1% | +0.8% |
| 6M | +1.7% | +25.2% | -23.5% | -5.5% |
| All | +1.7% | +27.3% | -25.6% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling