+26.4%
AGNC vs DD
+56.1%
-29.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -3.5% | -1.2% | -3.5% |
| 30D | -5.7% | -11.7% | +6.0% | -1.5% |
| 3M | +1.9% | -9.2% | +11.1% | +5.2% |
| 6M | +1.8% | -7.2% | +9.0% | +3.8% |
| YTD | +3.4% | +6.6% | -3.2% | -0.2% |
| 1Y | +13.6% | +32.0% | -18.4% | +0.6% |
| 3Y | +60.4% | +42.1% | +18.2% | +33.9% |
| All | +26.4% | +56.1% | -29.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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