+1,518.8%
META vs AGNC
+120.7%
+1,398.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +6.0% | +0.8% | +5.3% | +5.7% |
| 30D | +3.6% | -0.4% | +4.0% | +3.7% |
| 3M | +4.9% | +9.2% | -4.3% | +1.3% |
| 6M | -4.7% | +7.4% | -12.1% | -7.3% |
| YTD | -6.9% | +8.8% | -15.7% | -10.0% |
| 1Y | -18.2% | +18.3% | -36.5% | -23.4% |
| 3Y | +107.8% | +71.2% | +36.6% | +68.0% |
| 5Y | +63.9% | +34.8% | +29.1% | +42.0% |
| 10Y | +375.1% | +85.8% | +289.2% | +271.3% |
| All | +1,518.8% | +120.7% | +1,398.1% | +1,315.7% |
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 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