+13.6%
AGNC vs SSNC
-8.1%
+21.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -4.7% | -4.0% | -0.7% | -4.3% |
| 30D | -5.7% | +0.5% | -6.2% | -5.7% |
| 3M | +1.9% | +18.9% | -17.1% | 0.0% |
| 6M | +1.8% | +10.8% | -9.0% | +0.4% |
| YTD | +3.4% | -7.1% | +10.6% | +3.9% |
| 1Y | +13.6% | -9.6% | +23.2% | +13.4% |
| All | +13.6% | -8.1% | +21.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling