+26.4%
AGNC vs D
+3.6%
+22.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -4.7% | -2.2% | -2.4% | -3.9% |
| 30D | -5.7% | -4.5% | -1.2% | -4.1% |
| 3M | +1.9% | -2.5% | +4.4% | +2.8% |
| 6M | +1.8% | +5.5% | -3.7% | -0.7% |
| YTD | +3.4% | +13.3% | -9.8% | -1.8% |
| 1Y | +13.6% | +11.8% | +1.8% | +8.1% |
| 3Y | +60.4% | +56.7% | +3.7% | +30.4% |
| All | +26.4% | +3.6% | +22.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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