+26.4%
AGNC vs STT
+156.7%
-130.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -5.7% | +1.7% | -7.4% | -6.4% |
| 3M | +1.9% | +17.9% | -16.0% | -4.7% |
| 6M | +1.8% | +55.3% | -53.5% | -14.6% |
| YTD | +3.4% | +52.7% | -49.2% | -13.1% |
| 1Y | +13.6% | +75.7% | -62.0% | -10.1% |
| 3Y | +60.4% | +197.9% | -137.5% | +0.3% |
| All | +26.4% | +156.7% | -130.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling