+112.4%
AGNC vs P
+494.9%
-382.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | +0.8% | +7.8% | -7.1% | -0.1% |
| 30D | -0.4% | +12.3% | -12.7% | -2.1% |
| 3M | +9.2% | +37.1% | -27.9% | +4.3% |
| 6M | +7.4% | +66.1% | -58.7% | -0.5% |
| YTD | +8.8% | +50.9% | -42.1% | +1.5% |
| 1Y | +18.3% | +27.2% | -9.0% | +11.4% |
| 3Y | +71.2% | +158.7% | -87.5% | +40.0% |
| 5Y | +34.8% | +291.1% | -256.3% | +2.3% |
| 10Y | +85.8% | +715.0% | -629.2% | +24.9% |
| All | +112.4% | +494.9% | -382.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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