-3.7%
APA vs AGNC
+83.7%
-87.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +4.6% | -4.7% | +9.3% | +7.7% |
| 30D | +11.9% | -5.7% | +17.6% | +15.9% |
| 3M | +22.5% | +1.9% | +20.6% | +19.9% |
| 6M | +37.5% | +1.8% | +35.7% | +32.2% |
| YTD | +87.2% | +3.4% | +83.7% | +77.3% |
| 1Y | +101.4% | +13.6% | +87.8% | +78.3% |
| 3Y | +16.9% | +60.4% | -43.5% | -20.0% |
| 5Y | +178.4% | +27.0% | +151.5% | +128.9% |
| All | -3.7% | +83.7% | -87.4% | -17.9% |
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