0.0%
AGNC vs ULTA
+27.7%
-27.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.2% |
| 7D | +1.5% | +6.7% | -5.2% | +0.3% |
| 30D | +3.9% | +21.7% | -17.8% | +0.6% |
| 3M | -13.5% | +21.5% | -34.9% | -16.3% |
| 6M | -10.6% | +27.5% | -38.2% | -14.4% |
| YTD | -7.2% | +9.2% | -16.4% | -9.6% |
| 1Y | 0.0% | +27.9% | -27.9% | -5.2% |
| All | 0.0% | +27.7% | -27.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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