+394.0%
CAH vs AGNC
+26.7%
+367.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -5.1% | -4.7% | -0.4% | -4.4% |
| 30D | +0.2% | -5.7% | +5.8% | +1.1% |
| 3M | +6.3% | +1.9% | +4.4% | +5.9% |
| 6M | +9.4% | +1.8% | +7.6% | +8.8% |
| YTD | +15.0% | +3.4% | +11.5% | +13.9% |
| 1Y | +55.4% | +13.6% | +41.8% | +51.6% |
| 3Y | +173.8% | +60.4% | +113.5% | +151.1% |
| All | +394.0% | +26.7% | +367.3% | +403.6% |
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 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