+628.3%
AGNC vs NYT
+306.8%
+321.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -5.7% | +4.6% | -10.3% | -6.4% |
| 3M | +1.9% | -9.6% | +11.4% | +3.3% |
| 6M | +1.8% | -14.0% | +15.8% | +4.0% |
| YTD | +3.4% | -2.8% | +6.3% | +3.3% |
| 1Y | +13.6% | +15.6% | -2.0% | +9.9% |
| 3Y | +60.4% | +56.3% | +4.1% | +45.7% |
| 5Y | +27.0% | +39.5% | -12.5% | +15.6% |
| 10Y | +83.1% | +488.0% | -404.9% | +29.5% |
| All | +628.3% | +306.8% | +321.5% | +406.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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