+240.4%
AGNC vs CBOE
+978.8%
-738.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | 0.0% |
| 7D | -4.7% | -5.8% | +1.1% | -3.8% |
| 30D | -5.7% | -3.1% | -2.5% | -5.3% |
| 3M | +1.9% | -4.8% | +6.6% | +2.2% |
| 6M | +1.8% | -0.6% | +2.4% | +0.9% |
| YTD | +3.4% | +12.8% | -9.3% | +0.2% |
| 1Y | +13.6% | +19.8% | -6.2% | +8.8% |
| 3Y | +60.4% | +86.9% | -26.6% | +39.5% |
| 5Y | +27.0% | +136.5% | -109.6% | +4.6% |
| 10Y | +83.1% | +368.4% | -285.3% | +34.8% |
| All | +240.4% | +978.8% | -738.3% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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