+231.2%
F vs AGNC
+648.3%
-417.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.0% |
| 7D | -4.9% | -1.0% | -3.8% | -4.3% |
| 30D | -2.9% | -1.2% | -1.7% | -2.1% |
| 3M | -9.1% | +5.4% | -14.4% | -11.9% |
| 6M | +12.9% | +6.7% | +6.2% | +8.4% |
| YTD | +6.1% | +7.1% | -1.0% | +1.5% |
| 1Y | +22.5% | +16.3% | +6.2% | +11.5% |
| 3Y | +32.1% | +68.5% | -36.4% | -4.8% |
| 5Y | +43.7% | +31.4% | +12.3% | +18.5% |
| 10Y | +84.1% | +89.6% | -5.5% | +19.7% |
| All | +231.2% | +648.3% | -417.2% | -33.0% |
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