+19.6%
AGNC vs DVA
+35.1%
-15.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -1.2% | +1.8% | -3.0% | -1.3% |
| 30D | +0.9% | -2.5% | +3.4% | +1.1% |
| 3M | +7.0% | -4.3% | +11.2% | +6.9% |
| 6M | +3.9% | +18.9% | -15.0% | +2.1% |
| YTD | +8.5% | +61.9% | -53.4% | +2.8% |
| 1Y | +19.6% | +35.7% | -16.2% | +16.3% |
| All | +19.6% | +35.1% | -15.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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