+238.9%
CRM vs AGNC
+83.7%
+155.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -4.4% | -4.7% | +0.3% | -2.8% |
| 30D | +28.1% | -5.7% | +33.8% | +31.0% |
| 3M | +48.8% | +1.9% | +47.0% | +47.9% |
| 6M | +28.3% | +1.8% | +26.5% | +26.8% |
| YTD | -6.0% | +3.4% | -9.5% | -8.0% |
| 1Y | +1.4% | +13.6% | -12.2% | -4.3% |
| 3Y | +11.8% | +60.4% | -48.5% | -8.7% |
| 5Y | -2.0% | +27.0% | -29.0% | -14.3% |
| All | +238.9% | +83.7% | +155.2% | +156.8% |
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