-29.4%
AMT vs AGNC
+26.7%
-56.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.1% | -4.7% | +5.8% | +3.1% |
| 30D | +4.4% | -5.7% | +10.0% | +6.8% |
| 3M | -5.2% | +1.9% | -7.0% | -6.1% |
| 6M | -0.8% | +1.8% | -2.6% | -2.1% |
| YTD | +3.3% | +3.4% | -0.2% | +1.2% |
| 1Y | -6.0% | +13.6% | -19.6% | -11.6% |
| 3Y | +9.6% | +60.4% | -50.8% | -12.3% |
| All | -29.4% | +26.7% | -56.1% | -39.8% |
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