+628.3%
AGNC vs WY
+68.0%
+560.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.7% | -4.2% | -0.5% | -3.3% |
| 30D | -5.7% | -10.1% | +4.4% | -2.2% |
| 3M | +1.9% | -8.5% | +10.4% | +4.7% |
| 6M | +1.8% | -3.3% | +5.1% | +2.5% |
| YTD | +3.4% | -4.4% | +7.8% | +4.4% |
| 1Y | +13.6% | -11.5% | +25.1% | +17.4% |
| 3Y | +60.4% | -24.3% | +84.7% | +73.7% |
| 5Y | +27.0% | -21.3% | +48.3% | +35.0% |
| 10Y | +83.1% | +7.0% | +76.1% | +64.4% |
| All | +628.3% | +68.0% | +560.3% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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