+33.5%
AGNC vs DECK
+25.5%
+7.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.3% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | +0.9% | -13.6% | +14.5% | +3.3% |
| 3M | +7.0% | -21.2% | +28.2% | +11.0% |
| 6M | +3.9% | -21.1% | +25.0% | +7.6% |
| YTD | +8.5% | -17.2% | +25.8% | +11.0% |
| 1Y | +19.6% | -30.7% | +50.3% | +25.5% |
| 3Y | +66.1% | -3.4% | +69.4% | +53.3% |
| All | +33.5% | +25.5% | +7.9% | +8.9% |
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