-1.3%
AGNC vs ZYBT
-29.6%
+28.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.1% | -0.4% |
| 7D | +1.5% | +15.4% | -13.9% | +1.5% |
| 30D | +5.2% | +29.3% | -24.1% | +5.3% |
| 3M | -14.1% | -28.2% | +14.1% | -14.1% |
| 6M | -12.7% | +52.3% | -64.9% | -9.7% |
| YTD | -8.1% | +30.4% | -38.6% | -4.5% |
| 1Y | -1.3% | -29.2% | +27.9% | +1.6% |
| All | -1.3% | -29.6% | +28.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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