+134.2%
DAL vs AGNC
+83.7%
+50.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | -0.3% | -4.7% | +4.4% | +3.3% |
| 30D | -11.1% | -5.7% | -5.5% | -7.2% |
| 3M | -2.1% | +1.9% | -4.0% | -3.8% |
| 6M | +35.8% | +1.8% | +34.0% | +33.8% |
| YTD | +16.0% | +3.4% | +12.6% | +12.4% |
| 1Y | +33.7% | +13.6% | +20.1% | +20.2% |
| 3Y | +102.3% | +60.4% | +41.9% | +37.1% |
| 5Y | +110.3% | +27.0% | +83.4% | +73.0% |
| All | +134.2% | +83.7% | +50.5% | +56.7% |
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