+628.3%
AGNC vs ZBRA
+837.3%
-209.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -4.7% | -3.4% | -1.3% | -4.0% |
| 30D | -5.7% | -7.4% | +1.7% | -4.2% |
| 3M | +1.9% | +57.5% | -55.7% | -8.6% |
| 6M | +1.8% | +64.0% | -62.2% | -9.9% |
| YTD | +3.4% | +44.3% | -40.8% | -6.4% |
| 1Y | +13.6% | +10.9% | +2.7% | +8.4% |
| 3Y | +60.4% | +37.5% | +22.8% | +42.2% |
| 5Y | +27.0% | -39.7% | +66.6% | +29.8% |
| 10Y | +83.1% | +429.9% | -346.8% | +14.4% |
| All | +628.3% | +837.3% | -209.0% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling