+267.5%
ASX vs AGNC
+22.6%
+244.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.1% |
| 30D | +2.0% | +0.9% | +1.1% | +1.4% |
| 3M | -1.3% | +7.0% | -8.3% | -5.0% |
| 6M | +71.4% | +3.9% | +67.5% | +65.2% |
| YTD | +135.3% | +8.5% | +126.8% | +132.1% |
| 1Y | +267.5% | +19.6% | +247.9% | +269.2% |
| All | +267.5% | +22.6% | +244.9% | +269.2% |
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 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