+654.1%
AGNC vs CAPR
-99.7%
+753.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.6% |
| 7D | -1.0% | -12.6% | +11.6% | -1.0% |
| 30D | -1.2% | +124.4% | -125.7% | -1.9% |
| 3M | +5.4% | -66.8% | +72.2% | +5.6% |
| 6M | +6.7% | -71.8% | +78.5% | +7.1% |
| YTD | +7.1% | -70.1% | +77.2% | +7.4% |
| 1Y | +16.3% | +33.3% | -17.1% | +13.8% |
| 3Y | +68.5% | +36.7% | +31.7% | +63.3% |
| 5Y | +31.4% | +72.5% | -41.1% | +26.7% |
| 10Y | +89.6% | -77.3% | +166.8% | +80.4% |
| All | +654.1% | -99.7% | +753.8% | +715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling