-6.5%
COF vs AGNC
-0.6%
-5.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +4.1% | +2.8% | +1.3% | +2.6% |
| 3M | -7.7% | -14.2% | +6.5% | +0.3% |
| 6M | +8.3% | -11.7% | +20.0% | +15.7% |
| YTD | -14.9% | -7.7% | -7.2% | -13.0% |
| 1Y | -6.5% | -1.2% | -5.3% | -9.9% |
| All | -6.5% | -0.6% | -5.9% | -9.9% |
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