+150.2%
ALL vs AGNC
+62.2%
+88.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -2.3% | -4.7% | +2.4% | -1.6% |
| 30D | -0.4% | -5.7% | +5.3% | +0.4% |
| 3M | +16.0% | +1.9% | +14.2% | +15.4% |
| 6M | +24.6% | +1.8% | +22.8% | +23.8% |
| YTD | +23.7% | +3.4% | +20.2% | +22.2% |
| 1Y | +27.7% | +13.6% | +14.1% | +23.8% |
| 3Y | +150.2% | +60.4% | +89.9% | +135.7% |
| All | +150.2% | +62.2% | +88.1% | +135.7% |
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