+666.3%
AGNC vs D
+217.3%
+449.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +0.8% | +0.8% | 0.0% | +0.4% |
| 30D | -0.4% | -0.7% | +0.4% | -0.1% |
| 3M | +9.2% | +2.1% | +7.1% | +8.2% |
| 6M | +7.4% | +6.8% | +0.6% | +4.0% |
| YTD | +8.8% | +16.5% | -7.7% | +1.6% |
| 1Y | +18.3% | +19.2% | -0.9% | +9.1% |
| 3Y | +71.2% | +61.9% | +9.3% | +36.2% |
| 5Y | +34.8% | +6.5% | +28.2% | +27.1% |
| 10Y | +85.8% | +35.3% | +50.6% | +50.2% |
| All | +666.3% | +217.3% | +449.0% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling