+4.1%
AGNC vs DECK
+20.9%
-16.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -3.1% | +4.8% | -7.9% | -3.9% |
| 3M | -22.1% | -6.9% | -15.1% | -21.2% |
| 6M | -16.9% | -7.6% | -9.3% | -16.1% |
| YTD | -13.9% | -16.3% | +2.4% | -12.1% |
| 1Y | -6.9% | +4.5% | -11.4% | -8.7% |
| 3Y | +50.9% | -17.1% | +68.0% | +43.7% |
| All | +4.1% | +20.9% | -16.8% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling