+32.6%
NET vs AGNC
+12.1%
+20.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -5.6% |
| 7D | -16.4% | +1.5% | -17.8% | -17.4% |
| 30D | -25.8% | +3.9% | -29.8% | -28.4% |
| 3M | -11.5% | -13.5% | +1.9% | -1.7% |
| 6M | +18.9% | -10.6% | +29.5% | +27.5% |
| YTD | +35.2% | -7.2% | +42.4% | +38.6% |
| 1Y | +14.5% | 0.0% | +14.5% | +9.7% |
| 3Y | +313.8% | +64.3% | +249.5% | +142.5% |
| 5Y | +32.6% | +12.2% | +20.3% | +36.3% |
| All | +32.6% | +12.1% | +20.5% | +36.3% |
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 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