+6.7%
NI vs AGNC
+22.6%
-15.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +2.0% | -1.2% | +3.2% | +2.3% |
| 30D | -3.5% | +0.9% | -4.5% | -3.8% |
| 3M | -9.1% | +7.0% | -16.1% | -10.6% |
| 6M | -11.8% | +3.9% | -15.7% | -12.8% |
| YTD | +1.1% | +8.5% | -7.4% | -1.4% |
| 1Y | +6.7% | +19.6% | -12.9% | +1.9% |
| All | +6.7% | +22.6% | -15.9% | +1.9% |
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