+19.6%
AGNC vs DRI
+6.9%
+12.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +0.9% | +3.8% | -2.9% | -0.1% |
| 3M | +7.0% | +13.0% | -6.0% | +3.6% |
| 6M | +3.9% | +8.3% | -4.4% | +1.4% |
| YTD | +8.5% | +20.6% | -12.1% | +3.6% |
| 1Y | +19.6% | +6.5% | +13.1% | +16.2% |
| All | +19.6% | +6.9% | +12.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling