-39.2%
NCLH vs AGNC
+22.6%
-61.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -6.5% | -1.2% | -5.3% | -5.4% |
| 30D | -23.3% | +0.9% | -24.2% | -23.9% |
| 3M | -18.6% | +7.0% | -25.6% | -23.8% |
| 6M | -26.2% | +3.9% | -30.1% | -30.7% |
| YTD | -30.2% | +8.5% | -38.8% | -36.0% |
| 1Y | -39.2% | +19.6% | -58.7% | -45.6% |
| All | -39.2% | +22.6% | -61.7% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling