+1,109.0%
MAR vs AGNC
+622.7%
+486.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.5% | -4.7% | +4.2% | +1.9% |
| 30D | -5.4% | -5.7% | +0.3% | -2.6% |
| 3M | -15.5% | +1.9% | -17.4% | -16.5% |
| 6M | +3.0% | +1.8% | +1.2% | +1.7% |
| YTD | +8.5% | +3.4% | +5.1% | +6.0% |
| 1Y | +26.0% | +13.6% | +12.3% | +17.1% |
| 3Y | +68.6% | +60.4% | +8.2% | +28.8% |
| 5Y | +157.4% | +27.0% | +130.4% | +117.7% |
| 10Y | +447.0% | +83.1% | +363.9% | +270.2% |
| All | +1,109.0% | +622.7% | +486.3% | +201.5% |
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