+26.4%
AGNC vs AVTR
-64.6%
+91.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | -5.7% | +6.3% | -12.0% | -6.8% |
| 3M | +1.9% | +53.3% | -51.5% | -7.0% |
| 6M | +1.8% | +78.6% | -76.8% | -10.2% |
| YTD | +3.4% | +29.2% | -25.8% | -3.1% |
| 1Y | +13.6% | +13.8% | -0.2% | +7.5% |
| 3Y | +60.4% | -27.4% | +87.8% | +63.3% |
| All | +26.4% | -64.6% | +91.0% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling