+93.5%
AGNC vs QSR
+205.8%
-112.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.7% | -4.0% | -0.7% | -3.5% |
| 30D | -5.7% | +2.8% | -8.4% | -6.6% |
| 3M | +1.9% | +5.1% | -3.2% | +0.1% |
| 6M | +1.8% | +8.8% | -7.0% | -1.3% |
| YTD | +3.4% | +14.8% | -11.4% | -1.6% |
| 1Y | +13.6% | +25.7% | -12.1% | +4.7% |
| 3Y | +60.4% | +27.5% | +32.8% | +45.4% |
| 5Y | +27.0% | +41.3% | -14.3% | +10.3% |
| 10Y | +83.1% | +133.8% | -50.7% | +34.7% |
| All | +93.5% | +205.8% | -112.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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