+421.5%
CARR vs AGNC
+147.9%
+273.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -3.8% | -4.7% | +0.9% | -1.8% |
| 30D | -8.9% | -5.7% | -3.2% | -6.6% |
| 3M | -17.3% | +1.9% | -19.2% | -18.2% |
| 6M | -1.4% | +1.8% | -3.2% | -2.4% |
| YTD | +10.0% | +3.4% | +6.5% | +8.1% |
| 1Y | -6.4% | +13.6% | -20.0% | -11.6% |
| 3Y | +1.5% | +60.4% | -58.8% | -16.7% |
| 5Y | +9.3% | +27.0% | -17.7% | -5.1% |
| All | +421.5% | +147.9% | +273.6% | +313.6% |
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