+203.7%
AGNC vs URA
-29.9%
+233.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.4% |
| 7D | -1.0% | +5.7% | -6.8% | -2.0% |
| 30D | -1.2% | +5.6% | -6.8% | -2.3% |
| 3M | +5.4% | +6.2% | -0.8% | +3.8% |
| 6M | +6.7% | -8.2% | +15.0% | +7.4% |
| YTD | +7.1% | +9.7% | -2.6% | +3.9% |
| 1Y | +16.3% | +17.0% | -0.7% | +10.3% |
| 3Y | +68.5% | +118.5% | -50.0% | +38.1% |
| 5Y | +31.4% | +134.3% | -102.9% | +3.4% |
| 10Y | +89.6% | +377.5% | -287.9% | +25.2% |
| All | +203.7% | -29.9% | +233.6% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling