+60.4%
AGNC vs SM
-0.9%
+61.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.7% | +4.6% | -9.3% | -4.9% |
| 30D | -5.7% | +18.2% | -23.9% | -6.5% |
| 3M | +1.9% | +22.5% | -20.7% | +0.6% |
| 6M | +1.8% | +50.6% | -48.8% | -2.3% |
| YTD | +3.4% | +108.1% | -104.7% | -5.1% |
| 1Y | +13.6% | +46.0% | -32.4% | +9.1% |
| 3Y | +60.4% | +2.9% | +57.5% | +47.5% |
| All | +60.4% | -0.9% | +61.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling