+273.7%
IR vs AGNC
+61.5%
+212.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.5% | -4.7% | +0.2% | -2.2% |
| 30D | -13.9% | -5.7% | -8.3% | -11.4% |
| 3M | -0.3% | +1.9% | -2.2% | -1.3% |
| 6M | -14.3% | +1.8% | -16.1% | -15.1% |
| YTD | -7.9% | +3.4% | -11.3% | -9.5% |
| 1Y | -9.9% | +13.6% | -23.5% | -15.5% |
| 3Y | +6.5% | +60.4% | -53.8% | -16.5% |
| 5Y | +34.0% | +27.0% | +7.1% | +16.7% |
| All | +273.7% | +61.5% | +212.2% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling