+19.6%
AGNC vs OTIS
-14.9%
+34.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +0.9% | -2.0% | +2.9% | +1.5% |
| 3M | +7.0% | +2.6% | +4.4% | +6.0% |
| 6M | +3.9% | -20.9% | +24.8% | +10.3% |
| YTD | +8.5% | -17.1% | +25.6% | +14.2% |
| 1Y | +19.6% | -15.9% | +35.5% | +22.6% |
| All | +19.6% | -14.9% | +34.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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