+92.9%
AGNC vs FIVE
+875.3%
-782.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +0.8% | +3.7% | -2.9% | +0.2% |
| 30D | -0.4% | +4.0% | -4.3% | -1.0% |
| 3M | +9.2% | +36.2% | -27.0% | +4.2% |
| 6M | +7.4% | +18.0% | -10.6% | +4.2% |
| YTD | +8.8% | +34.9% | -26.0% | +3.5% |
| 1Y | +18.3% | +67.9% | -49.6% | +8.6% |
| 3Y | +71.2% | +57.3% | +13.9% | +52.9% |
| 5Y | +34.8% | +39.5% | -4.8% | +19.8% |
| 10Y | +85.8% | +496.4% | -410.6% | +41.2% |
| All | +92.9% | +875.3% | -782.4% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling