+98.9%
AGNC vs USFD
+325.1%
-226.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.8% | -3.3% | +4.1% | +1.7% |
| 30D | -0.4% | -5.3% | +4.9% | +1.1% |
| 3M | +9.2% | +18.8% | -9.6% | +3.9% |
| 6M | +7.4% | +14.3% | -6.9% | +3.0% |
| YTD | +8.8% | +36.9% | -28.0% | -1.2% |
| 1Y | +18.3% | +31.7% | -13.4% | +8.3% |
| 3Y | +71.2% | +164.5% | -93.3% | +27.8% |
| 5Y | +34.8% | +212.6% | -177.8% | -5.6% |
| 10Y | +85.8% | +329.7% | -243.9% | +13.0% |
| All | +98.9% | +325.1% | -226.2% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling