+820.9%
CAH vs AGNC
+622.7%
+198.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.1% | -4.7% | -0.4% | -4.0% |
| 30D | +0.2% | -5.7% | +5.8% | +1.6% |
| 3M | +6.3% | +1.9% | +4.4% | +5.7% |
| 6M | +9.4% | +1.8% | +7.6% | +8.5% |
| YTD | +15.0% | +3.4% | +11.5% | +13.4% |
| 1Y | +55.4% | +13.6% | +41.8% | +49.7% |
| 3Y | +173.8% | +60.4% | +113.5% | +138.3% |
| 5Y | +395.2% | +27.0% | +368.2% | +351.6% |
| 10Y | +293.2% | +83.1% | +210.1% | +219.4% |
| All | +820.9% | +622.7% | +198.2% | +383.5% |
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 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