-27.8%
COIN vs AGNC
+26.7%
-54.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -5.1% | -4.7% | -0.4% | -0.5% |
| 30D | +17.6% | -5.7% | +23.3% | +24.6% |
| 3M | +9.2% | +1.9% | +7.4% | +7.1% |
| 6M | -11.8% | +1.8% | -13.6% | -13.8% |
| YTD | -22.5% | +3.4% | -25.9% | -25.9% |
| 1Y | -45.9% | +13.6% | -59.5% | -53.1% |
| 3Y | +117.4% | +60.4% | +57.0% | +32.7% |
| All | -27.8% | +26.7% | -54.5% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling