+62.5%
DRAM vs AGNC
-2.0%
+64.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -6.3% |
| 7D | -16.6% | +1.5% | -18.1% | -16.7% |
| 30D | -26.9% | +3.9% | -30.8% | -27.6% |
| 3M | -17.8% | -13.5% | -4.4% | -9.3% |
| 6M | +6.2% | -10.6% | +16.8% | +11.6% |
| All | +62.5% | -2.0% | +64.5% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling