+272.1%
AGNC vs SSNC
+1,034.4%
-762.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -4.7% | -4.0% | -0.7% | -3.7% |
| 30D | -5.7% | +0.5% | -6.2% | -5.9% |
| 3M | +1.9% | +18.9% | -17.1% | -3.2% |
| 6M | +1.8% | +10.8% | -9.0% | -1.5% |
| YTD | +3.4% | -7.1% | +10.6% | +4.6% |
| 1Y | +13.6% | -9.6% | +23.2% | +15.6% |
| 3Y | +60.4% | +51.1% | +9.3% | +41.4% |
| 5Y | +27.0% | +19.7% | +7.3% | +17.7% |
| 10Y | +83.1% | +172.3% | -89.2% | +43.3% |
| All | +272.1% | +1,034.4% | -762.4% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling