0.0%
AGNC vs ZBH
+11.3%
-11.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.5% | -9.5% | +2.0% |
| 7D | +1.5% | +14.3% | -12.8% | -0.6% |
| 30D | +3.9% | +20.3% | -16.4% | +1.2% |
| 3M | -13.5% | +15.3% | -28.7% | -15.4% |
| 6M | -10.6% | +33.9% | -44.5% | -13.7% |
| YTD | -7.2% | +23.5% | -30.7% | -10.0% |
| 1Y | 0.0% | +7.9% | -7.9% | -2.8% |
| All | 0.0% | +11.3% | -11.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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