+274.5%
IR vs AGNC
+62.2%
+212.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.9% |
| 7D | -3.1% | -4.4% | +1.3% | -0.9% |
| 30D | -14.0% | -5.4% | -8.6% | -11.6% |
| 3M | +3.7% | +3.5% | +0.3% | +1.9% |
| 6M | -15.4% | +1.7% | -17.1% | -16.2% |
| YTD | -7.7% | +3.9% | -11.5% | -9.4% |
| 1Y | -8.8% | +13.8% | -22.7% | -14.6% |
| 3Y | +5.6% | +63.3% | -57.7% | -18.0% |
| 5Y | +34.3% | +27.5% | +6.9% | +16.8% |
| All | +274.5% | +62.2% | +212.3% | +180.4% |
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 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