+13.6%
AGNC vs STZ
-11.8%
+25.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -4.7% | -4.5% | -0.2% | -4.2% |
| 30D | -5.7% | -8.6% | +2.9% | -4.7% |
| 3M | +1.9% | -13.8% | +15.6% | +3.5% |
| 6M | +1.8% | -17.2% | +19.0% | +3.7% |
| YTD | +3.4% | -9.4% | +12.8% | +2.8% |
| 1Y | +13.6% | -11.9% | +25.5% | +12.5% |
| All | +13.6% | -11.8% | +25.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling