+46.6%
EWZ vs AGNC
+62.8%
-16.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.6% |
| 7D | +1.1% | -4.4% | +5.5% | +3.1% |
| 30D | +13.5% | -5.4% | +18.9% | +16.1% |
| 3M | +15.2% | +3.5% | +11.8% | +13.1% |
| 6M | +3.7% | +1.7% | +2.0% | +2.4% |
| YTD | +22.5% | +3.9% | +18.7% | +20.0% |
| 1Y | +35.3% | +13.8% | +21.4% | +27.5% |
| All | +46.6% | +62.8% | -16.2% | +26.7% |
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