+19.6%
AGNC vs ZYBT
-83.2%
+102.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -1.2% | -6.9% | +5.7% | -1.2% |
| 30D | +0.9% | -31.8% | +32.7% | +0.8% |
| 3M | +7.0% | +94.0% | -87.0% | +9.8% |
| 6M | +3.9% | +99.0% | -95.1% | +6.9% |
| YTD | +8.5% | +40.0% | -31.5% | +11.7% |
| 1Y | +19.6% | -79.5% | +99.1% | +23.1% |
| All | +19.6% | -83.2% | +102.8% | +23.1% |
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