+13.8%
AGNC vs COMP
+7.7%
+6.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.1% | +2.1% | -2.4% |
| 7D | -4.4% | -8.4% | +4.0% | -3.4% |
| 30D | -5.4% | -20.2% | +14.8% | -2.9% |
| 3M | +3.5% | +28.1% | -24.6% | +0.4% |
| 6M | +1.7% | +14.9% | -13.1% | -1.2% |
| YTD | +3.9% | -4.2% | +8.0% | +1.6% |
| 1Y | +13.8% | +10.2% | +3.6% | +8.4% |
| All | +13.8% | +7.7% | +6.2% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling