+13.6%
AGNC vs FIVE
+66.5%
-52.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -4.7% | -3.0% | -1.7% | -4.5% |
| 30D | -5.7% | +2.7% | -8.4% | -5.9% |
| 3M | +1.9% | +21.1% | -19.2% | +0.5% |
| 6M | +1.8% | +11.9% | -10.1% | +1.0% |
| YTD | +3.4% | +29.9% | -26.4% | +1.6% |
| 1Y | +13.6% | +67.8% | -54.2% | +9.0% |
| All | +13.6% | +66.5% | -52.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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