+97.2%
NI vs AGNC
+26.7%
+70.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | -4.7% | +4.7% | +1.4% |
| 30D | -1.4% | -5.7% | +4.3% | +0.2% |
| 3M | -10.6% | +1.9% | -12.4% | -11.2% |
| 6M | -9.3% | +1.8% | -11.1% | -10.1% |
| YTD | +1.1% | +3.4% | -2.3% | -0.3% |
| 1Y | +3.4% | +13.6% | -10.2% | -0.9% |
| 3Y | +67.9% | +60.4% | +7.5% | +44.6% |
| All | +97.2% | +26.7% | +70.5% | +74.9% |
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 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