+319.5%
APP vs AGNC
+27.2%
+292.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +5.3% |
| 7D | +0.3% | -4.4% | +4.7% | +3.6% |
| 30D | -1.3% | -5.4% | +4.1% | +2.6% |
| 3M | -36.2% | +3.5% | -39.7% | -37.9% |
| 6M | -34.1% | +1.7% | -35.8% | -35.3% |
| YTD | -53.3% | +3.9% | -57.2% | -55.1% |
| 1Y | -44.5% | +13.8% | -58.4% | -50.4% |
| 3Y | +646.7% | +63.3% | +583.3% | +409.7% |
| All | +319.5% | +27.2% | +292.4% | +266.4% |
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