+1.7%
AGNC vs DG
-14.4%
+16.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.8% |
| 7D | -4.4% | -6.3% | +1.9% | -3.4% |
| 30D | -5.4% | +2.4% | -7.8% | -5.9% |
| 3M | +3.5% | +12.4% | -9.0% | +1.1% |
| 6M | +1.7% | -14.9% | +16.7% | +7.7% |
| All | +1.7% | -14.4% | +16.1% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling