+26.4%
AGNC vs SPY
+82.3%
-55.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.1% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | -5.7% | -1.1% | -4.6% | -4.8% |
| 3M | +1.9% | +3.9% | -2.0% | -1.4% |
| 6M | +1.8% | +13.6% | -11.8% | -8.4% |
| YTD | +3.4% | +12.7% | -9.2% | -6.4% |
| 1Y | +13.6% | +17.5% | -3.9% | -0.9% |
| 3Y | +60.4% | +76.9% | -16.5% | -3.4% |
| All | +26.4% | +82.3% | -55.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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