+60.4%
AGNC vs STZ
-49.6%
+109.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -4.7% | -4.5% | -0.2% | -3.9% |
| 30D | -5.7% | -8.6% | +2.9% | -4.0% |
| 3M | +1.9% | -13.8% | +15.6% | +4.7% |
| 6M | +1.8% | -17.2% | +19.0% | +5.3% |
| YTD | +3.4% | -9.4% | +12.8% | +4.1% |
| 1Y | +13.6% | -11.9% | +25.5% | +14.9% |
| 3Y | +60.4% | -49.6% | +110.0% | +84.5% |
| All | +60.4% | -49.6% | +109.9% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling