+457.5%
ASX vs AGNC
+62.8%
+394.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.2% | -1.6% |
| 7D | +6.5% | -4.4% | +10.9% | +9.0% |
| 30D | +3.1% | -5.4% | +8.5% | +6.1% |
| 3M | +17.4% | +3.5% | +13.9% | +14.8% |
| 6M | +85.4% | +1.7% | +83.7% | +83.2% |
| YTD | +150.1% | +3.9% | +146.2% | +144.6% |
| 1Y | +256.3% | +13.8% | +242.5% | +231.9% |
| All | +457.5% | +62.8% | +394.7% | +348.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling