+26.4%
AGNC vs REPL
-59.3%
+85.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -4.7% | -14.1% | +9.4% | -4.5% |
| 30D | -5.7% | -15.2% | +9.6% | -5.5% |
| 3M | +1.9% | +49.9% | -48.0% | +0.6% |
| 6M | +1.8% | +63.5% | -61.7% | -1.6% |
| YTD | +3.4% | +32.9% | -29.5% | +0.5% |
| 1Y | +13.6% | +115.0% | -101.4% | +7.1% |
| 3Y | +60.4% | -34.7% | +95.1% | +50.5% |
| All | +26.4% | -59.3% | +85.7% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling