+345.6%
APH vs AGNC
+26.8%
+318.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.1% |
| 7D | -2.2% | -4.4% | +2.2% | -0.4% |
| 30D | -4.0% | -5.4% | +1.4% | -1.9% |
| 3M | +7.7% | +3.5% | +4.3% | +5.6% |
| 6M | +17.8% | +1.7% | +16.1% | +16.3% |
| YTD | +19.2% | +3.9% | +15.3% | +16.9% |
| 1Y | +35.7% | +13.8% | +21.9% | +28.2% |
| 3Y | +282.9% | +63.3% | +219.6% | +211.7% |
| 5Y | +345.6% | +27.5% | +318.2% | +323.7% |
| All | +345.6% | +26.8% | +318.8% | +323.7% |
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