+26.4%
AGNC vs SHAK
-22.8%
+49.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | -4.7% | -8.3% | +3.6% | -3.5% |
| 30D | -5.7% | -12.6% | +7.0% | -3.8% |
| 3M | +1.9% | +9.1% | -7.3% | +0.1% |
| 6M | +1.8% | -31.2% | +33.0% | +6.1% |
| YTD | +3.4% | -21.6% | +25.0% | +5.2% |
| 1Y | +13.6% | -38.8% | +52.4% | +19.9% |
| 3Y | +60.4% | +0.6% | +59.8% | +47.6% |
| All | +26.4% | -22.8% | +49.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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