+691.7%
AGNC vs POET
-20.5%
+712.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.5% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -5.7% | -10.4% | +4.7% | -5.5% |
| 3M | +1.9% | -29.3% | +31.2% | +2.4% |
| 6M | +1.8% | +6.9% | -5.1% | -0.1% |
| YTD | +3.4% | +25.6% | -22.1% | +0.9% |
| 1Y | +13.6% | +49.2% | -35.5% | +9.9% |
| 3Y | +60.4% | +128.4% | -68.1% | +49.5% |
| 5Y | +27.0% | -4.2% | +31.2% | +19.4% |
| 10Y | +83.1% | +30.3% | +52.8% | +66.2% |
| All | +691.7% | -20.5% | +712.2% | +654.1% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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