+40.5%
ALL vs AGNC
+2.0%
+38.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +2.7% |
| 7D | +7.5% | +1.5% | +6.1% | +7.4% |
| 30D | +19.7% | +3.9% | +15.8% | +19.5% |
| 3M | +2.9% | -13.5% | +16.4% | +2.3% |
| 6M | +23.5% | -10.6% | +34.1% | +22.6% |
| YTD | +31.1% | -7.2% | +38.3% | +28.7% |
| 1Y | +40.5% | 0.0% | +40.5% | +36.2% |
| All | +40.5% | +2.0% | +38.5% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling