+312.3%
CAH vs AGNC
+80.1%
+232.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -5.0% | -5.3% | +0.3% | -3.7% |
| 30D | -0.1% | -6.9% | +6.8% | +1.6% |
| 3M | +5.2% | +1.2% | +4.0% | +4.7% |
| 6M | +8.7% | +5.6% | +3.2% | +6.9% |
| YTD | +15.1% | +2.8% | +12.3% | +13.7% |
| 1Y | +55.9% | +13.5% | +42.4% | +50.1% |
| 3Y | +180.5% | +55.3% | +125.2% | +145.9% |
| 5Y | +402.4% | +26.9% | +375.6% | +364.2% |
| 10Y | +312.3% | +79.7% | +232.7% | +259.6% |
| All | +312.3% | +80.1% | +232.2% | +259.6% |
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