+19.6%
AGNC vs REPL
+161.1%
-141.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -1.2% | -3.0% | +1.8% | -1.2% |
| 30D | +0.9% | +27.1% | -26.2% | +1.1% |
| 3M | +7.0% | +52.4% | -45.4% | +7.6% |
| 6M | +3.9% | +107.4% | -103.6% | +4.1% |
| YTD | +8.5% | +54.7% | -46.2% | +9.1% |
| 1Y | +19.6% | +158.9% | -139.3% | +18.4% |
| All | +19.6% | +161.1% | -141.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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