+428.8%
AMT vs AGNC
+625.5%
-196.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.2% |
| 7D | -2.7% | -4.4% | +1.7% | -1.0% |
| 30D | +2.0% | -5.4% | +7.4% | +4.2% |
| 3M | -9.3% | +3.5% | -12.7% | -10.7% |
| 6M | -5.2% | +1.7% | -7.0% | -6.3% |
| YTD | +0.5% | +3.9% | -3.4% | -1.6% |
| 1Y | -7.3% | +13.8% | -21.1% | -12.5% |
| 3Y | +6.2% | +63.3% | -57.1% | -14.2% |
| 5Y | -31.2% | +27.5% | -58.7% | -40.0% |
| 10Y | +102.5% | +83.8% | +18.7% | +44.5% |
| All | +428.8% | +625.5% | -196.8% | +75.6% |
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