+80.6%
AGNC vs M
-3.0%
+83.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -1.5% |
| 7D | -4.7% | -4.2% | -0.5% | -4.2% |
| 30D | -5.7% | -7.2% | +1.5% | -4.7% |
| 3M | +1.9% | -11.1% | +13.0% | +3.4% |
| 6M | +1.8% | +28.8% | -27.0% | -2.4% |
| YTD | +3.4% | +2.0% | +1.4% | +2.4% |
| 1Y | +13.6% | +31.3% | -17.6% | +8.0% |
| 3Y | +60.4% | +119.1% | -58.7% | +36.7% |
| 5Y | +27.0% | +29.7% | -2.7% | +12.3% |
| All | +80.6% | -3.0% | +83.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling