+26.4%
AGNC vs DRI
+65.5%
-39.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -4.7% | -3.2% | -1.5% | -3.7% |
| 30D | -5.7% | -7.8% | +2.1% | -3.4% |
| 3M | +1.9% | +0.4% | +1.5% | +1.4% |
| 6M | +1.8% | +4.8% | -3.0% | -0.3% |
| YTD | +3.4% | +16.7% | -13.3% | -2.3% |
| 1Y | +13.6% | +1.5% | +12.1% | +12.0% |
| 3Y | +60.4% | +56.3% | +4.1% | +33.7% |
| All | +26.4% | +65.5% | -39.0% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling