+13.6%
AGNC vs ZBRA
+14.4%
-0.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | -4.7% | -3.4% | -1.3% | -4.4% |
| 30D | -5.7% | -7.4% | +1.7% | -5.0% |
| 3M | +1.9% | +57.5% | -55.7% | -3.4% |
| 6M | +1.8% | +64.0% | -62.2% | -4.4% |
| YTD | +3.4% | +44.3% | -40.8% | -1.9% |
| 1Y | +13.6% | +10.9% | +2.7% | +10.5% |
| All | +13.6% | +14.4% | -0.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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