+292.4%
C vs AGNC
+83.7%
+208.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.8% | -4.7% | +5.5% | +3.5% |
| 30D | +0.9% | -5.7% | +6.6% | +4.1% |
| 3M | +1.1% | +1.9% | -0.8% | -0.5% |
| 6M | +28.4% | +1.8% | +26.6% | +26.3% |
| YTD | +20.8% | +3.4% | +17.3% | +17.4% |
| 1Y | +43.4% | +13.6% | +29.8% | +32.0% |
| 3Y | +274.9% | +60.4% | +214.5% | +177.4% |
| 5Y | +136.7% | +27.0% | +109.7% | +100.6% |
| All | +292.4% | +83.7% | +208.7% | +199.5% |
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