+314.2%
AGNC vs DG
+560.3%
-246.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -4.7% | -6.5% | +1.8% | -4.0% |
| 30D | -5.7% | +4.2% | -9.8% | -6.1% |
| 3M | +1.9% | +9.5% | -7.7% | +0.7% |
| 6M | +1.8% | -13.1% | +14.9% | +3.1% |
| YTD | +3.4% | -4.8% | +8.3% | +3.6% |
| 1Y | +13.6% | +20.6% | -7.0% | +10.6% |
| 3Y | +60.4% | +4.9% | +55.4% | +55.6% |
| 5Y | +27.0% | -37.9% | +64.8% | +30.6% |
| 10Y | +83.1% | +102.2% | -19.1% | +65.4% |
| All | +314.2% | +560.3% | -246.1% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling