-18.6%
NRG vs AGNC
+22.6%
-41.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | +7.1% | -1.2% | +8.3% | +7.8% |
| 30D | -1.4% | +0.9% | -2.3% | -1.8% |
| 3M | -10.5% | +7.0% | -17.4% | -14.4% |
| 6M | -26.7% | +3.9% | -30.6% | -29.7% |
| YTD | -24.5% | +8.5% | -33.1% | -26.4% |
| 1Y | -18.6% | +19.6% | -38.1% | -19.3% |
| All | -18.6% | +22.6% | -41.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling