+26.4%
AGNC vs OTIS
-17.8%
+44.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.2% |
| 7D | -4.7% | -3.0% | -1.7% | -3.4% |
| 30D | -5.7% | -6.0% | +0.3% | -3.0% |
| 3M | +1.9% | -0.9% | +2.7% | +2.0% |
| 6M | +1.8% | -17.3% | +19.1% | +10.7% |
| YTD | +3.4% | -19.6% | +23.0% | +13.7% |
| 1Y | +13.6% | -21.0% | +34.6% | +25.7% |
| 3Y | +60.4% | -12.1% | +72.5% | +60.9% |
| All | +26.4% | -17.8% | +44.2% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling