+654.1%
AGNC vs M
+59.4%
+594.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.9% |
| 7D | -1.0% | -4.1% | +3.0% | -0.4% |
| 30D | -1.2% | -13.6% | +12.4% | +1.1% |
| 3M | +5.4% | -2.3% | +7.7% | +5.4% |
| 6M | +6.7% | +21.9% | -15.2% | +2.7% |
| YTD | +7.1% | -0.6% | +7.7% | +6.3% |
| 1Y | +16.3% | +29.7% | -13.5% | +10.0% |
| 3Y | +68.5% | +107.3% | -38.8% | +41.7% |
| 5Y | +31.4% | +20.5% | +10.9% | +15.2% |
| 10Y | +89.6% | -6.1% | +95.7% | +49.1% |
| All | +654.1% | +59.4% | +594.7% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling