+631.2%
AGNC vs SM
-10.7%
+641.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | -4.4% | +2.1% | -6.5% | -4.6% |
| 30D | -5.4% | +18.1% | -23.5% | -6.7% |
| 3M | +3.5% | +17.0% | -13.5% | +1.7% |
| 6M | +1.7% | +55.4% | -53.7% | -3.0% |
| YTD | +3.9% | +108.6% | -104.7% | -3.7% |
| 1Y | +13.8% | +45.7% | -31.8% | +8.7% |
| 3Y | +63.3% | -0.3% | +63.7% | +58.5% |
| 5Y | +27.5% | +113.0% | -85.6% | +13.7% |
| 10Y | +83.8% | +21.0% | +62.9% | +41.7% |
| All | +631.2% | -10.7% | +641.9% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling