0.0%
AGNC vs GEN
+20.2%
-20.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +3.6% |
| 7D | +1.5% | +26.9% | -25.4% | -0.8% |
| 30D | +3.9% | +38.6% | -34.7% | +0.9% |
| 3M | -13.5% | +9.7% | -23.2% | -14.5% |
| 6M | -10.6% | +58.9% | -69.5% | -13.7% |
| YTD | -7.2% | +15.3% | -22.5% | -9.4% |
| 1Y | 0.0% | +21.8% | -21.8% | -3.2% |
| All | 0.0% | +20.2% | -20.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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