0.0%
AGNC vs SM
+70.4%
-70.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -15.3% | +19.3% | +2.0% |
| 7D | +1.5% | -21.5% | +23.0% | -1.4% |
| 30D | +3.9% | -11.4% | +15.3% | +2.6% |
| 3M | -13.5% | +0.6% | -14.1% | -12.8% |
| 6M | -10.6% | +0.2% | -10.9% | -9.4% |
| YTD | -7.2% | +69.7% | -76.9% | -6.5% |
| 1Y | 0.0% | +71.6% | -71.6% | +0.6% |
| All | 0.0% | +70.4% | -70.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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