+1,978.3%
NOW vs AGNC
+54.9%
+1,923.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.3% | -6.3% | +6.5% | +2.3% |
| 30D | -27.0% | -3.1% | -23.8% | -26.4% |
| 3M | -19.6% | -22.1% | +2.4% | -13.3% |
| 6M | +17.5% | -16.9% | +34.4% | +24.0% |
| YTD | -33.3% | -13.9% | -19.4% | -30.8% |
| 1Y | -39.8% | -6.9% | -32.9% | -39.2% |
| 3Y | -19.9% | +50.9% | -70.8% | -31.5% |
| 5Y | -26.1% | +3.9% | -30.0% | -30.6% |
| 10Y | +518.7% | +47.4% | +471.3% | +435.1% |
| All | +1,978.3% | +54.9% | +1,923.4% | +1,724.2% |
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