+156.4%
B vs AGNC
+26.7%
+129.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.4% | -4.7% | +2.3% | -0.9% |
| 30D | +6.3% | -5.7% | +12.0% | +8.4% |
| 3M | +12.1% | +1.9% | +10.3% | +11.5% |
| 6M | -3.1% | +1.8% | -4.9% | -3.5% |
| YTD | +2.0% | +3.4% | -1.5% | +1.3% |
| 1Y | +51.7% | +13.6% | +38.1% | +47.0% |
| 3Y | +190.5% | +60.4% | +130.1% | +157.5% |
| All | +156.4% | +26.7% | +129.7% | +135.4% |
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