0.0%
AGNC vs IT
-17.9%
+17.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +4.0% |
| 7D | +1.5% | -5.5% | +6.9% | +1.6% |
| 30D | +3.9% | +10.3% | -6.4% | +4.0% |
| 3M | -13.5% | +11.5% | -25.0% | -13.4% |
| 6M | -10.6% | +40.3% | -50.9% | -10.5% |
| YTD | -7.2% | -17.9% | +10.7% | -6.2% |
| 1Y | 0.0% | -8.8% | +8.8% | -0.8% |
| All | 0.0% | -17.9% | +17.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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