+26.4%
AGNC vs CAPR
+69.4%
-43.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -4.7% | -11.0% | +6.3% | -4.6% |
| 30D | -5.7% | +99.8% | -105.4% | -6.4% |
| 3M | +1.9% | -66.6% | +68.4% | +2.2% |
| 6M | +1.8% | -75.1% | +76.9% | +2.4% |
| YTD | +3.4% | -71.0% | +74.4% | +3.9% |
| 1Y | +13.6% | +30.0% | -16.4% | +9.8% |
| 3Y | +60.4% | +29.0% | +31.4% | +44.7% |
| All | +26.4% | +69.4% | -43.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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