+80.6%
AGNC vs CF
+595.8%
-515.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -5.7% | +11.5% | -17.1% | -7.2% |
| 3M | +1.9% | +25.5% | -23.7% | -1.8% |
| 6M | +1.8% | +11.8% | -10.0% | -1.3% |
| YTD | +3.4% | +74.6% | -71.1% | -7.5% |
| 1Y | +13.6% | +57.7% | -44.1% | +3.2% |
| 3Y | +60.4% | +74.2% | -13.8% | +40.7% |
| 5Y | +27.0% | +223.8% | -196.8% | -6.3% |
| All | +80.6% | +595.8% | -515.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling