+7.0%
NET vs AGNC
-0.6%
+7.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.2% |
| 7D | -21.2% | -0.1% | -21.1% | -21.1% |
| 30D | -31.1% | +2.8% | -33.9% | -31.2% |
| 3M | -16.5% | -14.2% | -2.3% | -14.7% |
| 6M | 0.0% | -11.7% | +11.7% | +1.9% |
| YTD | +24.0% | -7.7% | +31.7% | +28.3% |
| 1Y | +7.0% | -1.2% | +8.2% | +6.5% |
| All | +7.0% | -0.6% | +7.6% | +6.5% |
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 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