+676.3%
ALL vs AGNC
+625.5%
+50.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.7% |
| 7D | -4.3% | -4.4% | +0.1% | -2.4% |
| 30D | -3.6% | -5.4% | +1.8% | -1.2% |
| 3M | +13.2% | +3.5% | +9.7% | +11.0% |
| 6M | +22.5% | +1.7% | +20.8% | +20.5% |
| YTD | +22.7% | +3.9% | +18.9% | +19.1% |
| 1Y | +28.3% | +13.8% | +14.5% | +19.1% |
| 3Y | +152.0% | +63.3% | +88.7% | +92.1% |
| 5Y | +115.4% | +27.5% | +88.0% | +80.2% |
| 10Y | +361.5% | +83.8% | +277.7% | +201.5% |
| All | +676.3% | +625.5% | +50.8% | +55.2% |
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 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