+50.9%
AGNC vs DECK
-17.3%
+68.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | 0.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -3.1% | +4.8% | -7.9% | -3.7% |
| 3M | -22.1% | -6.9% | -15.1% | -21.4% |
| 6M | -16.9% | -7.6% | -9.3% | -16.2% |
| YTD | -13.9% | -16.3% | +2.4% | -12.5% |
| 1Y | -6.9% | +4.5% | -11.4% | -7.9% |
| 3Y | +50.9% | -17.1% | +68.0% | +46.7% |
| All | +50.9% | -17.3% | +68.1% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling