-21.6%
GRAB vs AGNC
+1.4%
-23.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -10.8% | -4.7% | -6.1% | -8.0% |
| 30D | -15.5% | -5.7% | -9.8% | -12.3% |
| 3M | -9.0% | +1.9% | -10.8% | -10.4% |
| 6M | -21.6% | +1.8% | -23.4% | -23.3% |
| All | -21.6% | +1.4% | -23.0% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling