+628.3%
AGNC vs EFX
+435.8%
+192.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.7% | -4.5% | -0.1% | -3.2% |
| 30D | -5.7% | -6.1% | +0.4% | -3.8% |
| 3M | +1.9% | +6.2% | -4.4% | -1.1% |
| 6M | +1.8% | -11.2% | +13.0% | +4.7% |
| YTD | +3.4% | -21.4% | +24.9% | +10.0% |
| 1Y | +13.6% | -34.3% | +47.9% | +28.6% |
| 3Y | +60.4% | -12.5% | +72.9% | +58.8% |
| 5Y | +27.0% | -35.6% | +62.5% | +36.8% |
| 10Y | +83.1% | +41.8% | +41.3% | +39.0% |
| All | +628.3% | +435.8% | +192.5% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling