+19.6%
AGNC vs Z
-58.8%
+78.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -1.2% | -3.0% | +1.8% | -0.9% |
| 30D | +0.9% | -4.2% | +5.1% | +1.3% |
| 3M | +7.0% | -3.7% | +10.7% | +6.9% |
| 6M | +3.9% | -24.5% | +28.4% | +5.5% |
| YTD | +8.5% | -49.3% | +57.8% | +12.4% |
| 1Y | +19.6% | -58.7% | +78.2% | +26.2% |
| All | +19.6% | -58.8% | +78.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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