+80.6%
AGNC vs AWK
+132.0%
-51.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -4.7% | -2.1% | -2.6% | -3.9% |
| 30D | -5.7% | +2.1% | -7.7% | -6.4% |
| 3M | +1.9% | +11.4% | -9.5% | -2.2% |
| 6M | +1.8% | +3.9% | -2.1% | -0.1% |
| YTD | +3.4% | +7.7% | -4.3% | -0.2% |
| 1Y | +13.6% | +1.3% | +12.3% | +11.9% |
| 3Y | +60.4% | +7.2% | +53.2% | +51.5% |
| 5Y | +27.0% | -17.0% | +44.0% | +30.3% |
| All | +80.6% | +132.0% | -51.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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