+3.7%
F vs AGNC
+2.0%
+1.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +0.7% |
| 7D | +6.0% | +1.5% | +4.6% | +5.2% |
| 30D | +4.3% | +3.9% | +0.3% | +2.0% |
| 3M | -10.1% | -13.5% | +3.4% | -2.3% |
| 6M | +12.8% | -10.6% | +23.4% | +19.8% |
| YTD | -0.1% | -7.2% | +7.1% | +4.2% |
| 1Y | +3.7% | 0.0% | +3.7% | +1.2% |
| All | +3.7% | +2.0% | +1.7% | +1.2% |
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