+1.7%
AGNC vs Q
+8.8%
-7.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | -4.4% | +4.1% | -8.5% | -4.8% |
| 30D | -5.4% | -10.7% | +5.3% | -4.3% |
| 3M | +3.5% | -11.7% | +15.2% | +2.9% |
| 6M | +1.7% | +8.3% | -6.6% | -7.2% |
| All | +1.7% | +8.8% | -7.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling