+378.5%
APP vs AGNC
+27.2%
+351.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.5% |
| 30D | -10.0% | -0.4% | -9.7% | -9.9% |
| 3M | -44.6% | +9.2% | -53.8% | -48.1% |
| 6M | -37.9% | +7.4% | -45.3% | -41.3% |
| YTD | -53.7% | +8.8% | -62.5% | -56.8% |
| 1Y | -43.0% | +18.3% | -61.2% | -50.1% |
| 3Y | +640.8% | +71.2% | +569.6% | +396.8% |
| 5Y | +358.8% | +34.8% | +324.1% | +260.6% |
| All | +378.5% | +27.2% | +351.3% | +276.8% |
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