+114.4%
META vs AGNC
+67.9%
+46.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.1% | +7.2% |
| 7D | +10.3% | -1.0% | +11.3% | +10.7% |
| 30D | +9.9% | -1.2% | +11.1% | +10.4% |
| 3M | +11.9% | +5.4% | +6.6% | +9.1% |
| 6M | +1.2% | +6.7% | -5.6% | -2.1% |
| YTD | -0.8% | +7.1% | -7.9% | -4.2% |
| 1Y | -14.3% | +16.3% | -30.6% | -20.0% |
| All | +114.4% | +67.9% | +46.5% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling