+628.3%
AGNC vs SPYG
+948.7%
-320.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | -5.7% | -1.5% | -4.2% | -4.9% |
| 3M | +1.9% | +3.7% | -1.9% | -0.5% |
| 6M | +1.8% | +16.4% | -14.6% | -6.9% |
| YTD | +3.4% | +13.3% | -9.9% | -4.1% |
| 1Y | +13.6% | +17.9% | -4.3% | +2.7% |
| 3Y | +60.4% | +98.3% | -38.0% | +5.6% |
| 5Y | +27.0% | +86.4% | -59.5% | -14.5% |
| 10Y | +83.1% | +421.9% | -338.8% | -34.2% |
| All | +628.3% | +948.7% | -320.4% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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