0.0%
AGNC vs EXR
+28.1%
-28.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.5% |
| 7D | +1.5% | +11.3% | -9.8% | -3.5% |
| 30D | +3.9% | +21.2% | -17.2% | -5.0% |
| 3M | -13.5% | +8.7% | -22.2% | -17.1% |
| 6M | -10.6% | +18.2% | -28.8% | -17.8% |
| YTD | -7.2% | +27.9% | -35.1% | -17.6% |
| 1Y | 0.0% | +28.3% | -28.4% | -11.2% |
| All | 0.0% | +28.1% | -28.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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