+666.3%
AGNC vs CMS
+729.0%
-62.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.8% | +1.2% | -0.5% | +0.2% |
| 30D | -0.4% | -3.2% | +2.8% | +1.0% |
| 3M | +9.2% | -2.2% | +11.4% | +10.1% |
| 6M | +7.4% | -9.4% | +16.8% | +11.9% |
| YTD | +8.8% | +0.7% | +8.2% | +8.0% |
| 1Y | +18.3% | +0.4% | +17.9% | +17.3% |
| 3Y | +71.2% | +35.2% | +36.0% | +46.6% |
| 5Y | +34.8% | +24.1% | +10.6% | +18.7% |
| 10Y | +85.8% | +115.8% | -30.0% | +22.2% |
| All | +666.3% | +729.0% | -62.7% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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