+46.7%
F vs AGNC
+26.7%
+20.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -4.4% | -4.7% | +0.2% | -1.7% |
| 30D | +1.0% | -5.7% | +6.7% | +4.6% |
| 3M | -4.0% | +1.9% | -5.9% | -5.4% |
| 6M | +18.1% | +1.8% | +16.3% | +16.3% |
| YTD | +10.2% | +3.4% | +6.7% | +7.3% |
| 1Y | +24.3% | +13.6% | +10.7% | +14.1% |
| 3Y | +38.1% | +60.4% | -22.3% | +1.4% |
| All | +46.7% | +26.7% | +20.0% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling