+369.5%
ALAB vs AGNC
+51.7%
+317.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.6% |
| 7D | -6.2% | -4.7% | -1.5% | -2.9% |
| 30D | -8.7% | -5.7% | -3.0% | -4.8% |
| 3M | -20.7% | +1.9% | -22.6% | -22.6% |
| 6M | +133.5% | +1.8% | +131.7% | +128.2% |
| YTD | +75.1% | +3.4% | +71.6% | +67.7% |
| 1Y | +25.0% | +13.6% | +11.4% | +11.0% |
| All | +369.5% | +51.7% | +317.8% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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