+499.9%
DIA vs AGNC
+625.5%
-125.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.4% |
| 7D | -3.0% | -4.4% | +1.4% | -1.5% |
| 30D | -3.0% | -5.4% | +2.4% | -1.1% |
| 3M | +4.5% | +3.5% | +1.0% | +3.1% |
| 6M | +9.8% | +1.7% | +8.1% | +8.8% |
| YTD | +9.3% | +3.9% | +5.4% | +7.4% |
| 1Y | +16.0% | +13.8% | +2.1% | +10.2% |
| 3Y | +57.7% | +63.3% | -5.6% | +30.6% |
| 5Y | +63.8% | +27.5% | +36.3% | +45.2% |
| 10Y | +248.8% | +83.8% | +165.0% | +163.8% |
| All | +499.9% | +625.5% | -125.7% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling