+26.4%
AGNC vs Z
-64.7%
+91.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.1% |
| 7D | -4.7% | -6.0% | +1.3% | -3.7% |
| 30D | -5.7% | -2.3% | -3.4% | -5.5% |
| 3M | +1.9% | -0.6% | +2.5% | +1.5% |
| 6M | +1.8% | -27.6% | +29.4% | +6.8% |
| YTD | +3.4% | -52.4% | +55.8% | +16.0% |
| 1Y | +13.6% | -63.6% | +77.2% | +33.3% |
| 3Y | +60.4% | -36.4% | +96.8% | +65.7% |
| All | +26.4% | -64.7% | +91.1% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling