+26.4%
AGNC vs ONTO
+261.1%
-234.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -1.0% |
| 7D | -4.7% | +4.9% | -9.6% | -5.3% |
| 30D | -5.7% | -16.6% | +11.0% | -3.7% |
| 3M | +1.9% | -7.3% | +9.2% | +1.2% |
| 6M | +1.8% | +45.9% | -44.1% | -5.9% |
| YTD | +3.4% | +78.2% | -74.7% | -7.3% |
| 1Y | +13.6% | +159.8% | -146.2% | -4.4% |
| 3Y | +60.4% | +123.4% | -63.0% | +25.9% |
| All | +26.4% | +261.1% | -234.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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