-38.3%
GRAB vs AGNC
-0.6%
-37.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +3.9% |
| 7D | +26.1% | -0.1% | +26.2% | +26.0% |
| 30D | +13.4% | +2.8% | +10.6% | +11.6% |
| 3M | -7.0% | -14.2% | +7.2% | +0.8% |
| 6M | -5.4% | -11.7% | +6.3% | +0.6% |
| YTD | -30.3% | -7.7% | -22.5% | -28.5% |
| 1Y | -38.3% | -1.2% | -37.1% | -37.4% |
| All | -38.3% | -0.6% | -37.7% | -37.4% |
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