+44.3%
AGNCL vs SPY
+75.5%
-31.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.6% | -2.0% | +1.4% | -0.3% |
| 30D | -0.3% | -1.7% | +1.3% | -0.1% |
| 3M | +2.4% | +4.7% | -2.4% | +1.8% |
| 6M | +3.7% | +12.5% | -8.8% | +2.3% |
| YTD | +5.7% | +11.7% | -6.0% | +4.3% |
| 1Y | +8.2% | +17.5% | -9.3% | +6.0% |
| All | +44.3% | +75.5% | -31.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling