+133.7%
AGNC vs USFR
+27.7%
+106.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | +0.4% | -6.0% | -5.7% |
| 3M | +1.9% | +1.0% | +0.8% | +1.8% |
| 6M | +1.8% | +2.0% | -0.2% | +1.7% |
| YTD | +3.4% | +2.8% | +0.7% | +3.3% |
| 1Y | +13.6% | +4.1% | +9.5% | +13.3% |
| 3Y | +60.4% | +14.1% | +46.2% | +59.5% |
| 5Y | +27.0% | +20.6% | +6.4% | +26.1% |
| 10Y | +83.1% | +28.1% | +55.0% | +81.4% |
| All | +133.7% | +27.7% | +106.0% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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