+80.6%
AGNC vs NLY
+81.8%
-1.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -4.7% | -4.0% | -0.7% | -1.6% |
| 30D | -5.7% | -5.2% | -0.4% | -1.6% |
| 3M | +1.9% | +2.8% | -1.0% | -0.2% |
| 6M | +1.8% | +4.2% | -2.4% | -1.2% |
| YTD | +3.4% | +4.7% | -1.2% | +0.1% |
| 1Y | +13.6% | +12.7% | +0.9% | +3.8% |
| 3Y | +60.4% | +62.5% | -2.2% | +11.4% |
| 5Y | +27.0% | +26.3% | +0.7% | +4.6% |
| All | +80.6% | +81.8% | -1.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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