+14.5%
NET vs AGNC
+2.0%
+12.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.9% |
| 7D | -16.4% | +1.5% | -17.8% | -16.4% |
| 30D | -25.8% | +3.9% | -29.8% | -26.0% |
| 3M | -11.5% | -13.5% | +1.9% | -9.7% |
| 6M | +18.9% | -10.6% | +29.5% | +20.8% |
| YTD | +35.2% | -7.2% | +42.4% | +39.8% |
| 1Y | +14.5% | 0.0% | +14.5% | +13.8% |
| All | +14.5% | +2.0% | +12.5% | +13.8% |
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