-1.2%
AGNC vs AZO
-10.2%
+9.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.1% | +5.5% | -5.6% | -1.1% |
| 30D | +2.8% | +14.2% | -11.4% | +0.4% |
| 3M | -14.2% | +7.9% | -22.1% | -15.5% |
| 6M | -11.7% | -6.6% | -5.1% | -10.9% |
| YTD | -7.7% | -2.4% | -5.3% | -7.4% |
| 1Y | -1.2% | -9.6% | +8.5% | +0.8% |
| All | -1.2% | -10.2% | +9.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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