+1,036.8%
NOC vs AGNC
+622.7%
+414.1%
-55.1%
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 | +0.8% | -4.7% | +5.5% | +1.9% |
| 30D | -9.7% | -5.7% | -4.0% | -8.4% |
| 3M | -5.6% | +1.9% | -7.5% | -6.2% |
| 6M | -28.6% | +1.8% | -30.4% | -29.2% |
| YTD | -7.9% | +3.4% | -11.3% | -9.0% |
| 1Y | -9.5% | +13.6% | -23.1% | -12.7% |
| 3Y | +28.4% | +60.4% | -32.0% | +11.9% |
| 5Y | +59.0% | +27.0% | +32.0% | +45.0% |
| 10Y | +191.3% | +83.1% | +108.2% | +132.0% |
| All | +1,036.8% | +622.7% | +414.1% | +418.1% |
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