+17.5%
LUV vs AGNC
+83.7%
-66.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -1.0% | -4.7% | +3.7% | +1.9% |
| 30D | -12.4% | -5.7% | -6.7% | -9.2% |
| 3M | -11.0% | +1.9% | -12.8% | -12.1% |
| 6M | -5.0% | +1.8% | -6.8% | -5.7% |
| YTD | -3.8% | +3.4% | -7.2% | -5.8% |
| 1Y | +25.9% | +13.6% | +12.3% | +16.5% |
| 3Y | +42.2% | +60.4% | -18.1% | +5.6% |
| 5Y | -10.8% | +27.0% | -37.7% | -23.6% |
| All | +17.5% | +83.7% | -66.2% | -12.6% |
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