+62.5%
AGNC vs QS
-46.4%
+108.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -4.7% | -3.6% | -1.0% | -4.5% |
| 30D | -5.7% | -17.2% | +11.6% | -4.8% |
| 3M | +1.9% | -27.0% | +28.8% | +3.3% |
| 6M | +1.8% | -24.6% | +26.4% | +2.8% |
| YTD | +3.4% | -49.3% | +52.8% | +6.4% |
| 1Y | +13.6% | -40.3% | +53.9% | +14.9% |
| 3Y | +60.4% | -23.8% | +84.2% | +54.2% |
| 5Y | +27.0% | -75.0% | +101.9% | +23.3% |
| All | +62.5% | -46.4% | +108.9% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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