-99.8%
AMIX vs AGNC
+52.0%
-151.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -4.8% |
| 7D | -6.3% | -4.4% | -1.9% | -7.4% |
| 30D | -51.9% | -5.4% | -46.5% | -52.6% |
| 3M | -44.9% | +3.5% | -48.4% | -44.8% |
| 6M | -47.9% | +1.7% | -49.7% | -47.9% |
| YTD | -62.0% | +3.9% | -65.9% | -61.8% |
| 1Y | -82.0% | +13.8% | -95.8% | -81.7% |
| All | -99.8% | +52.0% | -151.8% | -99.8% |
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