+19.6%
AGNC vs VRSK
-30.3%
+49.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | +0.9% | -1.6% | +2.5% | +0.9% |
| 3M | +7.0% | +3.5% | +3.5% | +7.1% |
| 6M | +3.9% | -13.4% | +17.3% | +4.6% |
| YTD | +8.5% | -16.5% | +25.0% | +9.5% |
| 1Y | +19.6% | -30.6% | +50.1% | +24.2% |
| All | +19.6% | -30.3% | +49.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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