-54.4%
COIN vs AGNC
-1.6%
-52.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.2% |
| 7D | -6.1% | +1.5% | -7.6% | -7.1% |
| 30D | -24.5% | +5.2% | -29.7% | -27.0% |
| 3M | -7.3% | -14.1% | +6.8% | +3.5% |
| 6M | -31.9% | -12.7% | -19.3% | -24.8% |
| YTD | -40.4% | -8.1% | -32.3% | -39.2% |
| 1Y | -54.4% | -1.3% | -53.0% | -57.2% |
| All | -54.4% | -1.6% | -52.7% | -57.2% |
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