-45.9%
CHTR vs AGNC
+83.7%
-129.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -4.7% | +0.6% | -2.5% |
| 30D | -3.0% | -5.7% | +2.7% | -1.0% |
| 3M | +4.8% | +1.9% | +2.9% | +4.1% |
| 6M | -35.0% | +1.8% | -36.8% | -35.7% |
| YTD | -30.2% | +3.4% | -33.6% | -31.6% |
| 1Y | -44.8% | +13.6% | -58.4% | -47.7% |
| 3Y | -66.6% | +60.4% | -126.9% | -72.2% |
| 5Y | -81.5% | +27.0% | -108.5% | -83.8% |
| All | -45.9% | +83.7% | -129.5% | -56.8% |
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