+664.2%
AGNC vs AVAV
+501.7%
+162.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | +0.9% | -13.9% | +14.9% | +2.3% |
| 3M | +7.0% | -29.2% | +36.2% | +9.8% |
| 6M | +3.9% | -36.1% | +40.0% | +7.1% |
| YTD | +8.5% | -40.2% | +48.7% | +11.8% |
| 1Y | +19.6% | -36.2% | +55.8% | +21.5% |
| 3Y | +66.1% | +47.5% | +18.5% | +49.4% |
| 5Y | +31.8% | +39.3% | -7.4% | +16.7% |
| 10Y | +87.0% | +482.6% | -395.6% | +40.8% |
| All | +664.2% | +501.7% | +162.5% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling