+57.1%
AGNC vs JAAA
+29.4%
+27.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | -5.7% | +0.5% | -6.2% | -6.7% |
| 3M | +1.9% | +1.3% | +0.6% | -0.7% |
| 6M | +1.8% | +2.8% | -1.0% | -3.6% |
| YTD | +3.4% | +3.3% | +0.2% | -2.9% |
| 1Y | +13.6% | +4.9% | +8.7% | +3.5% |
| 3Y | +60.4% | +19.0% | +41.4% | +28.5% |
| 5Y | +27.0% | +26.9% | +0.1% | -6.9% |
| All | +57.1% | +29.4% | +27.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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