+358.7%
ALAB vs AGNC
+52.3%
+306.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -3.1% |
| 7D | +0.6% | -4.4% | +5.0% | +3.9% |
| 30D | -8.8% | -5.4% | -3.4% | -5.1% |
| 3M | -14.0% | +3.5% | -17.5% | -16.9% |
| 6M | +144.3% | +1.7% | +142.5% | +138.8% |
| YTD | +71.0% | +3.9% | +67.2% | +63.4% |
| 1Y | +23.5% | +13.8% | +9.7% | +9.6% |
| All | +358.7% | +52.3% | +306.4% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling