+60.4%
AGNC vs URA
+101.1%
-40.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | -4.7% | -5.5% | +0.8% | -4.0% |
| 30D | -5.7% | -3.7% | -2.0% | -5.3% |
| 3M | +1.9% | -2.9% | +4.8% | +2.0% |
| 6M | +1.8% | -15.2% | +17.0% | +3.3% |
| YTD | +3.4% | +1.9% | +1.6% | +2.8% |
| 1Y | +13.6% | +6.9% | +6.7% | +11.0% |
| 3Y | +60.4% | +99.6% | -39.2% | +35.7% |
| All | +60.4% | +101.1% | -40.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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