-55.4%
APP vs AGNC
+2.0%
-57.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +8.6% |
| 7D | +4.5% | +1.5% | +3.1% | +3.8% |
| 30D | -3.6% | +3.9% | -7.6% | -5.4% |
| 3M | -35.3% | -13.5% | -21.8% | -31.1% |
| 6M | -42.8% | -10.6% | -32.2% | -39.8% |
| YTD | -59.7% | -7.2% | -52.5% | -55.0% |
| 1Y | -55.4% | 0.0% | -55.3% | -50.7% |
| All | -55.4% | +2.0% | -57.3% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling