-7.8%
AGNC vs DECK
-0.5%
-7.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.5% |
| 7D | -7.0% | -3.7% | -3.4% | -6.4% |
| 30D | -3.5% | +0.6% | -4.1% | -3.6% |
| 3M | -21.8% | -7.3% | -14.5% | -21.0% |
| 6M | -18.0% | -10.9% | -7.1% | -16.5% |
| YTD | -14.2% | -18.5% | +4.3% | -11.0% |
| 1Y | -7.8% | +0.2% | -7.9% | -8.0% |
| All | -7.8% | -0.5% | -7.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling