0.0%
AGNC vs AVTR
+37.4%
-37.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +1.5% | -6.2% | +7.7% | +2.2% |
| 30D | +3.9% | -1.0% | +4.9% | +4.0% |
| 3M | -13.5% | +14.4% | -27.9% | -14.9% |
| 6M | -10.6% | +95.9% | -106.5% | -18.3% |
| YTD | -7.2% | +36.6% | -43.8% | -14.3% |
| 1Y | 0.0% | +35.1% | -35.2% | -7.2% |
| All | 0.0% | +37.4% | -37.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling