+606.1%
COST vs AGNC
+83.7%
+522.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.2% | -4.7% | +3.5% | -0.3% |
| 30D | -4.7% | -5.7% | +1.0% | -3.7% |
| 3M | -7.1% | +1.9% | -9.0% | -7.5% |
| 6M | -8.5% | +1.8% | -10.3% | -9.1% |
| YTD | +5.4% | +3.4% | +1.9% | +4.3% |
| 1Y | -5.6% | +13.6% | -19.2% | -8.4% |
| 3Y | +68.5% | +60.4% | +8.1% | +51.2% |
| 5Y | +105.2% | +27.0% | +78.3% | +89.3% |
| All | +606.1% | +83.7% | +522.4% | +539.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling