+60.4%
AGNC vs IT
-49.4%
+109.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.6% | -0.9% |
| 7D | -4.7% | -3.7% | -1.0% | -4.4% |
| 30D | -5.7% | +0.1% | -5.7% | -5.7% |
| 3M | +1.9% | +20.7% | -18.8% | -0.4% |
| 6M | +1.8% | +12.0% | -10.2% | 0.0% |
| YTD | +3.4% | -28.8% | +32.3% | +8.3% |
| 1Y | +13.6% | -25.5% | +39.1% | +17.3% |
| 3Y | +60.4% | -48.8% | +109.1% | +73.9% |
| All | +60.4% | -49.4% | +109.8% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling