+19.6%
AGNC vs EFX
-25.2%
+44.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.6% |
| 7D | -1.2% | -8.6% | +7.4% | -0.2% |
| 30D | +0.9% | +0.1% | +0.8% | +0.9% |
| 3M | +7.0% | +3.8% | +3.1% | +6.3% |
| 6M | +3.9% | -13.5% | +17.4% | +4.0% |
| YTD | +8.5% | -17.7% | +26.2% | +9.9% |
| 1Y | +19.6% | -25.6% | +45.1% | +21.7% |
| All | +19.6% | -25.2% | +44.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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