+1,737.6%
APO vs AGNC
+171.9%
+1,565.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -3.5% | -4.7% | +1.2% | -1.0% |
| 30D | -6.6% | -5.7% | -0.9% | -3.5% |
| 3M | -3.3% | +1.9% | -5.1% | -4.5% |
| 6M | +22.6% | +1.8% | +20.8% | +20.8% |
| YTD | -9.8% | +3.4% | -13.2% | -12.1% |
| 1Y | -3.9% | +13.6% | -17.5% | -11.1% |
| 3Y | +52.5% | +60.4% | -7.9% | +15.1% |
| 5Y | +134.0% | +27.0% | +107.0% | +99.1% |
| 10Y | +933.3% | +83.1% | +850.2% | +620.6% |
| All | +1,737.6% | +171.9% | +1,565.7% | +928.2% |
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