+236.1%
ALNY vs AGNC
+83.7%
+152.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -6.5% | -4.7% | -1.9% | -5.1% |
| 30D | +11.0% | -5.7% | +16.7% | +13.2% |
| 3M | -14.1% | +1.9% | -15.9% | -14.6% |
| 6M | -22.4% | +1.8% | -24.2% | -23.0% |
| YTD | -37.5% | +3.4% | -40.9% | -38.3% |
| 1Y | -46.9% | +13.6% | -60.5% | -49.2% |
| 3Y | +22.1% | +60.4% | -38.3% | +4.0% |
| 5Y | +31.2% | +27.0% | +4.2% | +17.4% |
| All | +236.1% | +83.7% | +152.4% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling