+107.4%
AGNC vs Z
+17.5%
+89.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.0% |
| 7D | -4.7% | -6.0% | +1.3% | -3.8% |
| 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% | +6.1% |
| YTD | +3.4% | -52.4% | +55.8% | +14.2% |
| 1Y | +13.6% | -63.6% | +77.2% | +30.2% |
| 3Y | +60.4% | -36.4% | +96.8% | +65.2% |
| 5Y | +27.0% | -64.6% | +91.6% | +34.5% |
| 10Y | +83.1% | -2.8% | +85.9% | +55.7% |
| All | +107.4% | +17.5% | +89.8% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling