-11.2%
EQT vs AGNC
-1.6%
-9.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.5% |
| 7D | -10.5% | +1.5% | -12.0% | -10.3% |
| 30D | -5.3% | +5.2% | -10.5% | -4.8% |
| 3M | -4.0% | -14.1% | +10.1% | -5.5% |
| 6M | -13.3% | -12.7% | -0.7% | -14.3% |
| YTD | -6.7% | -8.1% | +1.4% | -11.6% |
| 1Y | -11.2% | -1.3% | -9.8% | -21.6% |
| All | -11.2% | -1.6% | -9.5% | -21.6% |
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