-99.8%
AMIX vs AGNC
+56.7%
-156.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.6% |
| 7D | +1.6% | -1.0% | +2.6% | +1.3% |
| 30D | -50.8% | -1.2% | -49.6% | -50.9% |
| 3M | -46.3% | +5.4% | -51.6% | -45.8% |
| 6M | -49.9% | +6.7% | -56.6% | -49.3% |
| YTD | -60.4% | +7.1% | -67.5% | -59.9% |
| 1Y | -81.7% | +16.3% | -98.0% | -81.3% |
| All | -99.8% | +56.7% | -156.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling