+1.7%
AGNC vs COO
-28.7%
+30.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.7% | +11.6% | +0.5% |
| 7D | -4.4% | -23.3% | +18.9% | +1.7% |
| 30D | -5.4% | -29.5% | +24.1% | +2.8% |
| 3M | +3.5% | -20.0% | +23.4% | +8.5% |
| 6M | +1.7% | -27.2% | +28.9% | +19.2% |
| All | +1.7% | -28.7% | +30.4% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling