-4.9%
CARR vs AGNC
-0.6%
-4.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -4.7% | +2.8% | -7.5% | -6.2% |
| 3M | -18.3% | -14.2% | -4.1% | -11.1% |
| 6M | -16.4% | -11.7% | -4.8% | -11.3% |
| YTD | +2.3% | -7.7% | +10.0% | +0.8% |
| 1Y | -4.9% | -1.2% | -3.7% | -14.5% |
| All | -4.9% | -0.6% | -4.3% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling