+62.4%
EWY vs AGNC
+2.0%
+60.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -4.6% |
| 7D | -8.3% | +1.5% | -9.8% | -9.3% |
| 30D | -20.5% | +3.9% | -24.5% | -23.1% |
| 3M | -11.1% | -13.5% | +2.3% | +1.9% |
| 6M | -7.0% | -10.6% | +3.6% | +2.2% |
| YTD | +56.5% | -7.2% | +63.7% | +68.3% |
| 1Y | +62.4% | 0.0% | +62.5% | +71.9% |
| All | +62.4% | +2.0% | +60.5% | +71.9% |
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 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