+63.9%
AGNC vs CART
+14.3%
+49.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.6% |
| 7D | +0.8% | -4.1% | +4.9% | +1.0% |
| 30D | -0.4% | -4.3% | +3.9% | -0.1% |
| 3M | +9.2% | +13.1% | -3.9% | +8.3% |
| 6M | +7.4% | +26.0% | -18.6% | +5.7% |
| YTD | +8.8% | +6.7% | +2.1% | +8.3% |
| 1Y | +18.3% | +6.3% | +12.0% | +17.4% |
| All | +63.9% | +14.3% | +49.6% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling