+628.3%
AGNC vs UUUU
-76.2%
+704.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | -0.2% |
| 7D | -4.7% | -10.5% | +5.8% | -4.3% |
| 30D | -5.7% | -10.5% | +4.8% | -5.3% |
| 3M | +1.9% | -14.1% | +16.0% | +2.3% |
| 6M | +1.8% | -35.5% | +37.3% | +3.0% |
| YTD | +3.4% | -10.9% | +14.4% | +3.0% |
| 1Y | +13.6% | +3.4% | +10.3% | +11.9% |
| 3Y | +60.4% | +73.1% | -12.8% | +52.6% |
| 5Y | +27.0% | +87.1% | -60.2% | +19.0% |
| 10Y | +83.1% | +463.0% | -380.0% | +61.6% |
| All | +628.3% | -76.2% | +704.5% | +552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling