+269.8%
AGNC vs STLA
+246.1%
+23.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.2% | -5.2% | +4.0% | -0.6% |
| 3M | +5.4% | -24.9% | +30.2% | +9.2% |
| 6M | +6.7% | -25.2% | +31.9% | +10.5% |
| YTD | +7.1% | -51.4% | +58.5% | +16.8% |
| 1Y | +16.3% | -40.7% | +57.0% | +22.7% |
| 3Y | +68.5% | -66.3% | +134.7% | +88.9% |
| 5Y | +31.4% | -63.2% | +94.6% | +43.8% |
| 10Y | +89.6% | +48.7% | +40.9% | +85.9% |
| All | +269.8% | +246.1% | +23.7% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling