+628.3%
AGNC vs AU
+236.7%
+391.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -4.7% | -4.3% | -0.4% | -4.3% |
| 30D | -5.7% | +7.3% | -13.0% | -6.4% |
| 3M | +1.9% | +26.3% | -24.5% | -0.8% |
| 6M | +1.8% | +1.8% | 0.0% | +0.9% |
| YTD | +3.4% | +26.8% | -23.4% | 0.0% |
| 1Y | +13.6% | +66.7% | -53.1% | +6.6% |
| 3Y | +60.4% | +579.1% | -518.7% | +28.3% |
| 5Y | +27.0% | +689.3% | -662.4% | -1.4% |
| 10Y | +83.1% | +686.6% | -603.5% | +36.5% |
| All | +628.3% | +236.7% | +391.6% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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