+664.2%
AGNC vs DECK
+999.5%
-335.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.4% |
| 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% | +11.1% |
| 6M | +3.9% | -21.1% | +25.0% | +7.7% |
| YTD | +8.5% | -17.2% | +25.8% | +11.0% |
| 1Y | +19.6% | -30.7% | +50.3% | +25.2% |
| 3Y | +66.1% | -3.4% | +69.4% | +58.3% |
| 5Y | +31.8% | +25.5% | +6.3% | +17.5% |
| 10Y | +87.0% | +714.7% | -627.6% | +20.4% |
| All | +664.2% | +999.5% | -335.3% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling