+631.2%
AGNC vs STZ
+614.2%
+17.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -4.4% | -4.1% | -0.3% | -3.5% |
| 30D | -5.4% | -7.6% | +2.2% | -3.7% |
| 3M | +3.5% | -12.3% | +15.8% | +6.5% |
| 6M | +1.7% | -16.3% | +18.0% | +5.7% |
| YTD | +3.9% | -8.4% | +12.2% | +5.0% |
| 1Y | +13.8% | -10.8% | +24.7% | +15.7% |
| 3Y | +63.3% | -49.0% | +112.3% | +89.0% |
| 5Y | +27.5% | -36.5% | +63.9% | +39.1% |
| 10Y | +83.8% | -10.3% | +94.2% | +80.0% |
| All | +631.2% | +614.2% | +17.0% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling