+316.4%
ARM vs AGNC
+58.1%
+258.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +5.0% | -4.7% | +9.7% | +8.9% |
| 30D | -2.6% | -5.7% | +3.1% | +1.8% |
| 3M | -22.6% | +1.9% | -24.5% | -24.8% |
| 6M | +120.5% | +1.8% | +118.7% | +114.4% |
| YTD | +142.2% | +3.4% | +138.8% | +130.8% |
| 1Y | +71.2% | +13.6% | +57.6% | +49.9% |
| All | +316.4% | +58.1% | +258.3% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling