+631.2%
AGNC vs EAT
+1,202.0%
-570.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -4.4% | -6.2% | +1.8% | -3.5% |
| 30D | -5.4% | -3.0% | -2.4% | -5.1% |
| 3M | +3.5% | +45.6% | -42.2% | -3.1% |
| 6M | +1.7% | +53.5% | -51.8% | -6.1% |
| YTD | +3.9% | +49.6% | -45.7% | -4.0% |
| 1Y | +13.8% | +38.9% | -25.1% | +5.9% |
| 3Y | +63.3% | +589.7% | -526.3% | +12.7% |
| 5Y | +27.5% | +318.7% | -291.2% | -7.9% |
| 10Y | +83.8% | +380.1% | -296.2% | +16.3% |
| All | +631.2% | +1,202.0% | -570.8% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling