+51.9%
AGNC vs DECK
+806.8%
-754.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | -1.0% | +4.9% | -5.9% | -1.9% |
| 3M | -19.2% | -5.8% | -13.3% | -18.4% |
| 6M | -15.7% | -8.6% | -7.2% | -14.6% |
| YTD | -11.3% | -14.7% | +3.5% | -9.6% |
| 1Y | -5.6% | +6.9% | -12.5% | -8.1% |
| 3Y | +56.2% | -16.2% | +72.4% | +50.8% |
| 5Y | +7.4% | +25.3% | -17.9% | -8.3% |
| 10Y | +51.9% | +781.3% | -729.4% | -2.2% |
| All | +51.9% | +806.8% | -754.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling