+3.0%
AGNC vs COMP
-52.0%
+54.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -3.1% | +16.6% | -19.7% | -5.2% |
| 3M | -22.1% | -23.5% | +1.5% | -19.8% |
| 6M | -16.9% | +25.7% | -42.6% | -20.0% |
| YTD | -13.9% | -3.4% | -10.5% | -15.4% |
| 1Y | -6.9% | +7.6% | -14.5% | -9.9% |
| 3Y | +50.9% | +423.6% | -372.7% | +14.4% |
| 5Y | +3.9% | -10.6% | +14.5% | -13.8% |
| All | +3.0% | -52.0% | +54.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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