+26.4%
AGNC vs SPG
+106.0%
-79.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.7% | -1.2% | -3.5% | -4.1% |
| 30D | -5.7% | -6.1% | +0.5% | -2.6% |
| 3M | +1.9% | -3.6% | +5.5% | +3.7% |
| 6M | +1.8% | +10.4% | -8.6% | -3.5% |
| YTD | +3.4% | +14.4% | -10.9% | -3.9% |
| 1Y | +13.6% | +16.5% | -2.9% | +4.4% |
| 3Y | +60.4% | +106.8% | -46.4% | +5.8% |
| All | +26.4% | +106.0% | -79.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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