+19.6%
AGNC vs SM
+37.6%
-18.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +0.9% | +26.3% | -25.4% | +3.6% |
| 3M | +7.0% | +8.7% | -1.7% | +8.6% |
| 6M | +3.9% | +51.7% | -47.8% | +7.0% |
| YTD | +8.5% | +99.0% | -90.5% | +10.7% |
| 1Y | +19.6% | +34.6% | -15.0% | +21.9% |
| All | +19.6% | +37.6% | -18.0% | +21.9% |
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