+631.2%
AGNC vs STT
+294.0%
+337.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | -5.4% | +2.2% | -7.6% | -5.9% |
| 3M | +3.5% | +18.8% | -15.4% | -0.3% |
| 6M | +1.7% | +57.9% | -56.2% | -7.6% |
| YTD | +3.9% | +51.0% | -47.1% | -5.0% |
| 1Y | +13.8% | +77.1% | -63.3% | +0.6% |
| 3Y | +63.3% | +199.8% | -136.5% | +29.1% |
| 5Y | +27.5% | +156.0% | -128.5% | +2.6% |
| 10Y | +83.8% | +265.2% | -181.4% | +34.0% |
| All | +631.2% | +294.0% | +337.2% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling