-12.7%
AGNC vs DECK
-15.8%
+3.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +1.5% | +5.8% | -4.3% | +0.1% |
| 30D | +5.2% | +7.9% | -2.7% | +3.1% |
| 3M | -14.1% | -11.4% | -2.7% | -11.8% |
| 6M | -12.7% | -16.6% | +3.9% | -9.3% |
| All | -12.7% | -15.8% | +3.1% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling