+3.7%
NOW vs AGNC
+26.7%
-23.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.2% | -4.7% | -1.5% | -4.1% |
| 30D | +6.1% | -5.7% | +11.7% | +9.0% |
| 3M | +28.6% | +1.9% | +26.7% | +27.5% |
| 6M | +14.6% | +1.8% | +12.8% | +13.1% |
| YTD | -13.5% | +3.4% | -16.9% | -16.1% |
| 1Y | -29.4% | +13.6% | -43.0% | -34.9% |
| 3Y | +9.4% | +60.4% | -51.0% | -17.7% |
| All | +3.7% | +26.7% | -23.0% | -1.5% |
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