+26.4%
AGNC vs DG
-37.9%
+64.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -4.7% | -6.5% | +1.8% | -4.1% |
| 30D | -5.7% | +4.2% | -9.8% | -6.1% |
| 3M | +1.9% | +9.5% | -7.7% | +0.8% |
| 6M | +1.8% | -13.1% | +14.9% | +2.8% |
| YTD | +3.4% | -4.8% | +8.3% | +3.6% |
| 1Y | +13.6% | +20.6% | -7.0% | +11.1% |
| 3Y | +60.4% | +4.9% | +55.4% | +56.8% |
| All | +26.4% | -37.9% | +64.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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