+628.3%
AGNC vs LEN
+401.1%
+227.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -4.7% | -4.8% | +0.1% | -3.6% |
| 30D | -5.7% | -6.6% | +0.9% | -4.3% |
| 3M | +1.9% | -15.7% | +17.5% | +5.6% |
| 6M | +1.8% | -16.6% | +18.4% | +5.7% |
| YTD | +3.4% | -21.3% | +24.8% | +8.5% |
| 1Y | +13.6% | -42.0% | +55.6% | +27.2% |
| 3Y | +60.4% | -27.9% | +88.3% | +69.1% |
| 5Y | +27.0% | -10.7% | +37.7% | +26.1% |
| 10Y | +83.1% | +106.1% | -23.0% | +45.6% |
| All | +628.3% | +401.1% | +227.2% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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