+13.6%
AGNC vs USFD
+22.2%
-8.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | -4.7% | -8.4% | +3.7% | -3.2% |
| 30D | -5.7% | -14.1% | +8.4% | -3.1% |
| 3M | +1.9% | +4.5% | -2.6% | +1.0% |
| 6M | +1.8% | +4.4% | -2.6% | +0.8% |
| YTD | +3.4% | +26.6% | -23.1% | -1.5% |
| 1Y | +13.6% | +19.4% | -5.8% | +12.5% |
| All | +13.6% | +22.2% | -8.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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