-2.2%
AGNC vs NTRS
+39.6%
-41.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | +2.5% | +3.1% | -0.6% | +1.6% |
| 30D | +2.2% | +5.8% | -3.6% | +0.6% |
| 3M | -15.7% | -4.9% | -10.8% | -14.9% |
| 6M | -13.6% | +11.9% | -25.6% | -16.7% |
| YTD | -8.6% | +32.2% | -40.7% | -16.0% |
| 1Y | -2.2% | +39.6% | -41.8% | -11.1% |
| All | -2.2% | +39.6% | -41.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling