+1,694.5%
EW vs AGNC
+622.7%
+1,071.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.2% | -4.7% | -1.5% | -4.9% |
| 30D | -9.3% | -5.7% | -3.7% | -7.8% |
| 3M | -1.6% | +1.9% | -3.5% | -2.3% |
| 6M | -0.8% | +1.8% | -2.6% | -1.6% |
| YTD | -1.0% | +3.4% | -4.5% | -2.4% |
| 1Y | +8.2% | +13.6% | -5.5% | +3.8% |
| 3Y | +12.7% | +60.4% | -47.7% | -2.8% |
| 5Y | -30.2% | +27.0% | -57.2% | -36.5% |
| 10Y | +120.9% | +83.1% | +37.8% | +77.9% |
| All | +1,694.5% | +622.7% | +1,071.8% | +844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling