+26.4%
AGNC vs COO
-52.5%
+78.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.7% | -22.5% | +17.8% | +3.5% |
| 30D | -5.7% | -29.7% | +24.1% | +6.0% |
| 3M | +1.9% | -20.1% | +22.0% | +9.2% |
| 6M | +1.8% | -26.9% | +28.7% | +12.4% |
| YTD | +3.4% | -34.2% | +37.7% | +18.4% |
| 1Y | +13.6% | -21.3% | +34.9% | +21.2% |
| 3Y | +60.4% | -38.7% | +99.0% | +81.5% |
| All | +26.4% | -52.5% | +78.9% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling