+26.4%
AGNC vs MKTX
-60.5%
+86.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -5.7% | +0.7% | -6.4% | -5.8% |
| 3M | +1.9% | +40.8% | -38.9% | -4.5% |
| 6M | +1.8% | -8.0% | +9.8% | +3.2% |
| YTD | +3.4% | -8.7% | +12.2% | +4.8% |
| 1Y | +13.6% | -11.8% | +25.4% | +15.8% |
| 3Y | +60.4% | -24.0% | +84.4% | +64.7% |
| All | +26.4% | -60.5% | +86.9% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling