+628.3%
AGNC vs DVA
+621.2%
+7.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 6M | +1.8% | +17.3% | -15.5% | -2.6% |
| YTD | +3.4% | +59.8% | -56.4% | -7.7% |
| 1Y | +13.6% | +36.3% | -22.7% | +4.6% |
| 3Y | +60.4% | +88.6% | -28.2% | +34.9% |
| 5Y | +27.0% | +47.5% | -20.6% | +9.4% |
| 10Y | +83.1% | +185.2% | -102.1% | +28.0% |
| All | +628.3% | +621.2% | +7.1% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling