+60.4%
AGNC vs STLA
-66.1%
+126.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.8% |
| 7D | -4.7% | -2.9% | -1.8% | -4.2% |
| 30D | -5.7% | +0.9% | -6.6% | -6.0% |
| 3M | +1.9% | -21.6% | +23.5% | +6.1% |
| 6M | +1.8% | -21.6% | +23.4% | +5.7% |
| YTD | +3.4% | -50.4% | +53.9% | +15.8% |
| 1Y | +13.6% | -43.6% | +57.2% | +22.6% |
| 3Y | +60.4% | -66.4% | +126.8% | +75.1% |
| All | +60.4% | -66.1% | +126.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling