+23.5%
DIS vs AGNC
+83.7%
-60.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.2% | -4.7% | +5.9% | +3.3% |
| 30D | +3.2% | -5.7% | +8.9% | +5.8% |
| 3M | +7.0% | +1.9% | +5.1% | +6.0% |
| 6M | +6.4% | +1.8% | +4.6% | +5.2% |
| YTD | -5.6% | +3.4% | -9.1% | -7.5% |
| 1Y | -7.7% | +13.6% | -21.3% | -13.3% |
| 3Y | +33.2% | +60.4% | -27.2% | +6.4% |
| 5Y | -40.3% | +27.0% | -67.3% | -47.7% |
| All | +23.5% | +83.7% | -60.2% | -2.5% |
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 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