-93.8%
DFNS vs AGNC
+2.9%
-96.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +7.2% |
| 7D | -3.3% | -4.4% | +1.1% | +4.9% |
| 30D | -73.1% | -5.4% | -67.7% | -70.5% |
| 3M | -71.4% | +3.5% | -74.8% | -71.0% |
| 6M | -93.8% | +1.7% | -95.6% | -93.5% |
| All | -93.8% | +2.9% | -96.7% | -93.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling