+80.6%
AGNC vs AVAV
+519.3%
-438.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -4.7% | +1.4% | -6.1% | -4.9% |
| 30D | -5.7% | -24.3% | +18.6% | -3.0% |
| 3M | +1.9% | -20.1% | +22.0% | +3.5% |
| 6M | +1.8% | -29.4% | +31.2% | +4.2% |
| YTD | +3.4% | -39.3% | +42.8% | +6.6% |
| 1Y | +13.6% | -39.3% | +52.9% | +16.2% |
| 3Y | +60.4% | +29.5% | +30.9% | +43.6% |
| 5Y | +27.0% | +56.3% | -29.3% | +7.9% |
| All | +80.6% | +519.3% | -438.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling