+71.7%
META vs AGNC
+26.8%
+44.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | +0.3% |
| 7D | +5.5% | -4.4% | +9.9% | +8.1% |
| 30D | +7.6% | -5.4% | +12.9% | +10.8% |
| 3M | +13.0% | +3.5% | +9.5% | +10.4% |
| 6M | -1.3% | +1.7% | -3.0% | -2.6% |
| YTD | -2.2% | +3.9% | -6.1% | -4.9% |
| 1Y | -14.0% | +13.8% | -27.9% | -20.7% |
| 3Y | +118.2% | +63.3% | +54.9% | +61.8% |
| 5Y | +71.7% | +27.5% | +44.2% | +74.5% |
| All | +71.7% | +26.8% | +44.8% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling