+158.3%
APA vs AGNC
+26.7%
+131.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +4.6% | -4.7% | +9.3% | +6.6% |
| 30D | +11.9% | -5.7% | +17.6% | +14.5% |
| 3M | +22.5% | +1.9% | +20.6% | +20.7% |
| 6M | +37.5% | +1.8% | +35.7% | +34.1% |
| YTD | +87.2% | +3.4% | +83.7% | +80.6% |
| 1Y | +101.4% | +13.6% | +87.8% | +85.0% |
| 3Y | +16.9% | +60.4% | -43.5% | -8.7% |
| All | +158.3% | +26.7% | +131.6% | +203.6% |
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 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