+96.8%
META vs AGNC
+53.4%
+43.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +5.2% | -6.3% | +11.4% | +8.3% |
| 30D | -13.0% | -3.1% | -9.9% | -11.9% |
| 3M | +7.9% | -22.1% | +30.0% | +20.9% |
| 6M | +4.2% | -16.9% | +21.1% | +13.0% |
| YTD | -2.5% | -13.9% | +11.4% | +3.3% |
| 1Y | +5.6% | -6.9% | +12.5% | +8.0% |
| 3Y | +96.8% | +50.9% | +45.9% | +70.2% |
| All | +96.8% | +53.4% | +43.4% | +70.2% |
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