+56.5%
B vs AGNC
+648.3%
-591.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +1.0% | -1.0% | +2.1% | +1.3% |
| 30D | +9.5% | -1.2% | +10.7% | +9.9% |
| 3M | +14.3% | +5.4% | +9.0% | +12.7% |
| 6M | -1.9% | +6.7% | -8.6% | -3.5% |
| YTD | +4.1% | +7.1% | -3.0% | +2.3% |
| 1Y | +56.1% | +16.3% | +39.8% | +50.0% |
| 3Y | +202.0% | +68.5% | +133.6% | +160.4% |
| 5Y | +158.8% | +31.4% | +127.4% | +134.4% |
| 10Y | +211.9% | +89.6% | +122.3% | +149.3% |
| All | +56.5% | +648.3% | -591.8% | +1.7% |
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