+282.1%
AGNC vs VRSK
+586.4%
-304.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -5.2% | +0.5% | -3.5% |
| 30D | -5.7% | -2.3% | -3.4% | -5.3% |
| 3M | +1.9% | -2.9% | +4.8% | +2.1% |
| 6M | +1.8% | -12.8% | +14.6% | +4.3% |
| YTD | +3.4% | -20.8% | +24.3% | +8.1% |
| 1Y | +13.6% | -33.2% | +46.8% | +23.9% |
| 3Y | +60.4% | -26.6% | +86.9% | +69.1% |
| 5Y | +27.0% | -11.3% | +38.3% | +26.0% |
| 10Y | +83.1% | +126.1% | -43.0% | +50.2% |
| All | +282.1% | +586.4% | -304.3% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling