+60.4%
AGNC vs EAT
+578.9%
-518.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -4.7% | -7.7% | +3.0% | -3.9% |
| 30D | -5.7% | -13.6% | +7.9% | -4.3% |
| 3M | +1.9% | +33.9% | -32.0% | -1.6% |
| 6M | +1.8% | +47.2% | -45.4% | -3.1% |
| YTD | +3.4% | +48.1% | -44.6% | -1.8% |
| 1Y | +13.6% | +33.7% | -20.1% | +9.1% |
| 3Y | +60.4% | +595.8% | -535.4% | +6.6% |
| All | +60.4% | +578.9% | -518.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling