+26.4%
AGNC vs SAN
+385.2%
-358.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.6% | -1.1% |
| 7D | -4.7% | +0.2% | -4.9% | -4.8% |
| 30D | -5.7% | +0.9% | -6.6% | -6.0% |
| 3M | +1.9% | +19.1% | -17.2% | -3.5% |
| 6M | +1.8% | +33.2% | -31.4% | -6.9% |
| YTD | +3.4% | +29.1% | -25.7% | -5.2% |
| 1Y | +13.6% | +50.2% | -36.6% | -0.8% |
| 3Y | +60.4% | +351.0% | -290.7% | -3.0% |
| All | +26.4% | +385.2% | -358.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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