+105.9%
DAL vs AGNC
+26.8%
+79.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +1.2% |
| 7D | -0.6% | -4.4% | +3.8% | +2.0% |
| 30D | -13.5% | -5.4% | -8.1% | -10.6% |
| 3M | +2.6% | +3.5% | -0.9% | +0.3% |
| 6M | +32.7% | +1.7% | +31.0% | +31.3% |
| YTD | +13.6% | +3.9% | +9.8% | +10.7% |
| 1Y | +28.8% | +13.8% | +15.0% | +18.7% |
| 3Y | +98.2% | +63.3% | +34.8% | +48.4% |
| 5Y | +105.9% | +27.5% | +78.5% | +117.2% |
| All | +105.9% | +26.8% | +79.1% | +117.2% |
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