-41.4%
NCLH vs AGNC
+26.7%
-68.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -4.8% | -4.7% | -0.1% | -0.9% |
| 30D | -21.7% | -5.7% | -16.0% | -17.8% |
| 3M | -22.2% | +1.9% | -24.1% | -23.5% |
| 6M | -27.5% | +1.8% | -29.3% | -28.1% |
| YTD | -33.6% | +3.4% | -37.0% | -35.4% |
| 1Y | -45.0% | +13.6% | -58.6% | -50.5% |
| 3Y | -11.0% | +60.4% | -71.4% | -39.2% |
| All | -41.4% | +26.7% | -68.1% | -35.7% |
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 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