+628.3%
AGNC vs EMB
+124.4%
+503.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -4.7% | -1.2% | -3.5% | -3.6% |
| 30D | -5.7% | -1.3% | -4.4% | -4.5% |
| 3M | +1.9% | -1.8% | +3.6% | +3.7% |
| 6M | +1.8% | +0.2% | +1.6% | +1.9% |
| YTD | +3.4% | +0.4% | +3.1% | +3.4% |
| 1Y | +13.6% | +2.8% | +10.8% | +11.1% |
| 3Y | +60.4% | +29.1% | +31.2% | +28.8% |
| 5Y | +27.0% | +6.3% | +20.7% | +19.6% |
| 10Y | +83.1% | +29.6% | +53.5% | +51.3% |
| All | +628.3% | +124.4% | +503.9% | +441.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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