-18.0%
C vs AGNC
+648.3%
-666.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.9% |
| 7D | +2.6% | -1.0% | +3.6% | +3.3% |
| 30D | +1.9% | -1.2% | +3.1% | +2.7% |
| 3M | +2.8% | +5.4% | -2.6% | -1.4% |
| 6M | +30.6% | +6.7% | +23.8% | +23.8% |
| YTD | +19.9% | +7.1% | +12.8% | +13.0% |
| 1Y | +44.6% | +16.3% | +28.3% | +28.4% |
| 3Y | +272.1% | +68.5% | +203.7% | +146.6% |
| 5Y | +132.0% | +31.4% | +100.6% | +77.6% |
| 10Y | +294.7% | +89.6% | +205.1% | +115.4% |
| All | -18.0% | +648.3% | -666.3% | -92.0% |
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