+628.3%
AGNC vs DAR
+364.1%
+264.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -5.7% | +2.6% | -8.3% | -6.3% |
| 3M | +1.9% | +14.2% | -12.4% | -1.3% |
| 6M | +1.8% | +17.2% | -15.4% | -2.1% |
| YTD | +3.4% | +80.9% | -77.4% | -9.1% |
| 1Y | +13.6% | +104.0% | -90.4% | -3.2% |
| 3Y | +60.4% | +3.6% | +56.7% | +52.7% |
| 5Y | +27.0% | -7.8% | +34.8% | +20.6% |
| 10Y | +83.1% | +363.1% | -280.0% | +21.0% |
| All | +628.3% | +364.1% | +264.2% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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