+13.8%
AGNC vs PL
+81.4%
-67.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -3.0% |
| 7D | -4.4% | -9.0% | +4.6% | -4.2% |
| 30D | -5.4% | -29.6% | +24.2% | -4.7% |
| 3M | +3.5% | -45.7% | +49.1% | +4.6% |
| 6M | +1.7% | -34.3% | +36.0% | +2.5% |
| YTD | +3.9% | -15.4% | +19.2% | +4.2% |
| 1Y | +13.8% | +86.1% | -72.2% | +7.6% |
| All | +13.8% | +81.4% | -67.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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