+26.4%
AGNC vs UUUU
+79.1%
-52.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | 0.0% |
| 7D | -4.7% | -10.5% | +5.8% | -3.8% |
| 30D | -5.7% | -10.5% | +4.8% | -4.9% |
| 3M | +1.9% | -14.1% | +16.0% | +2.8% |
| 6M | +1.8% | -35.5% | +37.3% | +4.5% |
| YTD | +3.4% | -10.9% | +14.4% | +2.2% |
| 1Y | +13.6% | +3.4% | +10.3% | +8.7% |
| 3Y | +60.4% | +73.1% | -12.8% | +39.0% |
| All | +26.4% | +79.1% | -52.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 5y: compounded portfolio wealth divided by compounded UUUU 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…
5y analysis · Full analysis span regression · 6 months rolling