+26.4%
AGNC vs DVA
+46.8%
-20.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.7% | -1.3% | -3.4% | -4.5% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | +1.9% | -10.9% | +12.8% | +2.9% |
| 6M | +1.8% | +17.3% | -15.5% | -1.1% |
| YTD | +3.4% | +59.8% | -56.4% | -4.2% |
| 1Y | +13.6% | +36.3% | -22.7% | +7.5% |
| 3Y | +60.4% | +88.6% | -28.2% | +43.9% |
| All | +26.4% | +46.8% | -20.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling