+117.4%
COIN vs AGNC
+62.2%
+55.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -5.1% | -4.7% | -0.4% | -1.2% |
| 30D | +17.6% | -5.7% | +23.3% | +23.5% |
| 3M | +9.2% | +1.9% | +7.4% | +7.5% |
| 6M | -11.8% | +1.8% | -13.6% | -13.4% |
| YTD | -22.5% | +3.4% | -25.9% | -25.3% |
| 1Y | -45.9% | +13.6% | -59.5% | -52.1% |
| 3Y | +117.4% | +60.4% | +57.0% | +47.2% |
| All | +117.4% | +62.2% | +55.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling