+83.8%
AGNCM vs VOO
+207.6%
-123.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +0.7% | -0.8% | +1.4% | +1.0% |
| 30D | +1.1% | -1.1% | +2.2% | +1.6% |
| 3M | +3.7% | +3.9% | -0.1% | +1.9% |
| 6M | +6.8% | +13.6% | -6.8% | +0.6% |
| YTD | +8.3% | +12.7% | -4.4% | +2.3% |
| 1Y | +10.7% | +17.6% | -6.8% | +2.5% |
| 3Y | +37.9% | +77.3% | -39.4% | +2.5% |
| 5Y | +47.7% | +84.1% | -36.4% | +5.7% |
| All | +83.8% | +207.6% | -123.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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