+423.0%
ECHO vs AGNC
+62.2%
+360.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +3.7% | -4.7% | +8.4% | +7.2% |
| 30D | +0.7% | -5.7% | +6.4% | +4.8% |
| 3M | -27.3% | +1.9% | -29.2% | -28.6% |
| 6M | -17.0% | +1.8% | -18.8% | -18.6% |
| YTD | -14.3% | +3.4% | -17.8% | -17.3% |
| 1Y | +20.9% | +13.6% | +7.3% | +8.5% |
| 3Y | +423.0% | +60.4% | +362.6% | +302.1% |
| All | +423.0% | +62.2% | +360.8% | +302.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling