+69.4%
EMR vs AGNC
+26.7%
+42.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.4% | -4.7% | +4.3% | +1.5% |
| 30D | -6.8% | -5.7% | -1.1% | -4.6% |
| 3M | +7.5% | +1.9% | +5.6% | +6.6% |
| 6M | +9.9% | +1.8% | +8.1% | +9.1% |
| YTD | +16.0% | +3.4% | +12.5% | +14.4% |
| 1Y | +12.4% | +13.6% | -1.2% | +7.0% |
| 3Y | +60.2% | +60.4% | -0.1% | +35.2% |
| All | +69.4% | +26.7% | +42.8% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling