+1,045.8%
NI vs AGNC
+622.7%
+423.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | -4.7% | +4.7% | +1.7% |
| 30D | -1.4% | -5.7% | +4.3% | +0.5% |
| 3M | -10.6% | +1.9% | -12.4% | -11.3% |
| 6M | -9.3% | +1.8% | -11.1% | -10.3% |
| YTD | +1.1% | +3.4% | -2.3% | -0.6% |
| 1Y | +3.4% | +13.6% | -10.2% | -1.7% |
| 3Y | +67.9% | +60.4% | +7.5% | +39.7% |
| 5Y | +98.0% | +27.0% | +71.0% | +74.9% |
| 10Y | +143.6% | +83.1% | +60.5% | +82.9% |
| All | +1,045.8% | +622.7% | +423.1% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling