+408.0%
META vs AGNC
+83.7%
+324.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +5.1% | -4.7% | +9.8% | +7.1% |
| 30D | +12.0% | -5.7% | +17.6% | +14.6% |
| 3M | +14.1% | +1.9% | +12.3% | +13.0% |
| 6M | -0.9% | +1.8% | -2.7% | -1.8% |
| YTD | -1.7% | +3.4% | -5.1% | -3.3% |
| 1Y | -13.4% | +13.6% | -27.0% | -18.2% |
| 3Y | +112.6% | +60.4% | +52.2% | +72.9% |
| 5Y | +72.6% | +27.0% | +45.7% | +50.6% |
| All | +408.0% | +83.7% | +324.3% | +309.3% |
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