+1,144.3%
CAT vs AGNC
+83.7%
+1,060.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.6% | -4.7% | +5.3% | +2.4% |
| 30D | -4.3% | -5.7% | +1.3% | -2.2% |
| 3M | -8.6% | +1.9% | -10.5% | -9.6% |
| 6M | +16.1% | +1.8% | +14.3% | +15.0% |
| YTD | +43.8% | +3.4% | +40.3% | +41.4% |
| 1Y | +91.5% | +13.6% | +77.9% | +81.3% |
| 3Y | +202.7% | +60.4% | +142.3% | +149.9% |
| 5Y | +335.1% | +27.0% | +308.2% | +287.2% |
| All | +1,144.3% | +83.7% | +1,060.7% | +978.6% |
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