-40.2%
NCLH vs AGNC
+86.0%
-126.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -4.8% | -4.7% | -0.1% | -0.7% |
| 30D | -21.7% | -5.7% | -16.0% | -17.5% |
| 3M | -22.2% | +1.9% | -24.1% | -23.6% |
| 6M | -27.5% | +1.8% | -29.3% | -28.2% |
| YTD | -33.6% | +3.4% | -37.0% | -35.5% |
| 1Y | -45.0% | +13.6% | -58.6% | -51.0% |
| 3Y | -11.0% | +60.4% | -71.4% | -42.5% |
| 5Y | -39.7% | +27.0% | -66.7% | -51.4% |
| 10Y | -57.0% | +83.1% | -140.1% | -70.1% |
| All | -40.2% | +86.0% | -126.2% | -57.3% |
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