+2,235.0%
COR vs AGNC
+625.5%
+1,609.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | -4.8% | -4.4% | -0.4% | -4.0% |
| 30D | -3.7% | -5.4% | +1.7% | -2.7% |
| 3M | +14.3% | +3.5% | +10.9% | +13.5% |
| 6M | -8.5% | +1.7% | -10.2% | -9.0% |
| YTD | -4.4% | +3.9% | -8.3% | -5.5% |
| 1Y | +9.1% | +13.8% | -4.7% | +5.9% |
| 3Y | +85.2% | +63.3% | +21.9% | +64.6% |
| 5Y | +180.7% | +27.5% | +153.2% | +159.7% |
| 10Y | +403.7% | +83.8% | +319.9% | +321.1% |
| All | +2,235.0% | +625.5% | +1,609.4% | +1,174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling