+631.2%
AGNC vs ATI
+216.5%
+414.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.6% | -2.4% |
| 7D | -4.4% | -2.7% | -1.7% | -4.0% |
| 30D | -5.4% | -13.5% | +8.1% | -3.1% |
| 3M | +3.5% | +8.5% | -5.1% | +1.6% |
| 6M | +1.7% | +25.2% | -23.5% | -2.8% |
| YTD | +3.9% | +73.4% | -69.6% | -6.1% |
| 1Y | +13.8% | +160.5% | -146.7% | -4.3% |
| 3Y | +63.3% | +347.3% | -284.0% | +21.7% |
| 5Y | +27.5% | +1,049.0% | -1,021.5% | -20.8% |
| 10Y | +83.8% | +1,131.4% | -1,047.6% | +0.4% |
| All | +631.2% | +216.5% | +414.7% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling