-31.2%
NOK vs AGNC
+622.7%
-653.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +11.0% | -4.7% | +15.7% | +13.0% |
| 30D | +7.8% | -5.7% | +13.5% | +10.3% |
| 3M | -21.0% | +1.9% | -22.9% | -21.9% |
| 6M | +40.9% | +1.8% | +39.1% | +39.1% |
| YTD | +72.0% | +3.4% | +68.6% | +68.3% |
| 1Y | +140.9% | +13.6% | +127.3% | +126.5% |
| 3Y | +194.3% | +60.4% | +133.9% | +137.9% |
| 5Y | +112.5% | +27.0% | +85.6% | +85.5% |
| 10Y | +137.7% | +83.1% | +54.6% | +73.5% |
| All | -31.2% | +622.7% | -653.9% | -77.1% |
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