+27.5%
AGNC vs AVAV
+58.4%
-31.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -3.5% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -5.4% | -25.0% | +19.6% | -2.9% |
| 3M | +3.5% | -15.0% | +18.4% | +4.3% |
| 6M | +1.7% | -33.6% | +35.3% | +4.6% |
| YTD | +3.9% | -39.2% | +43.1% | +6.9% |
| 1Y | +13.8% | -40.5% | +54.3% | +16.5% |
| 3Y | +63.3% | +29.6% | +33.7% | +43.0% |
| 5Y | +27.5% | +56.7% | -29.2% | +5.4% |
| All | +27.5% | +58.4% | -31.0% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling