+53.8%
AGNC vs REPL
-9.7%
+63.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -1.0% | -9.6% | +8.5% | -0.8% |
| 30D | -1.2% | +5.7% | -6.9% | -1.4% |
| 3M | +5.4% | +56.4% | -51.0% | +2.5% |
| 6M | +6.7% | +67.4% | -60.7% | +0.2% |
| YTD | +7.1% | +48.7% | -41.5% | +0.8% |
| 1Y | +16.3% | +148.3% | -132.0% | +4.3% |
| 3Y | +68.5% | -26.7% | +95.1% | +46.3% |
| 5Y | +31.4% | -54.1% | +85.5% | +15.7% |
| All | +53.8% | -9.7% | +63.5% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling