+2,627.8%
NOW vs AGNC
+95.8%
+2,532.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | -6.1% | +0.8% | -6.8% | -6.3% |
| 30D | +7.5% | -0.4% | +7.9% | +7.6% |
| 3M | +17.5% | +9.2% | +8.3% | +14.3% |
| 6M | +7.9% | +7.4% | +0.5% | +5.2% |
| YTD | -12.4% | +8.8% | -21.2% | -15.4% |
| 1Y | -28.6% | +18.3% | -46.8% | -33.0% |
| 3Y | +11.8% | +71.2% | -59.4% | -8.1% |
| 5Y | +2.6% | +34.8% | -32.1% | -10.8% |
| 10Y | +790.0% | +85.8% | +704.2% | +617.1% |
| All | +2,627.8% | +95.8% | +2,532.1% | +2,130.2% |
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