-27.3%
NRG vs AGNC
+13.3%
-40.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -4.7% | -4.7% | 0.0% | -2.1% |
| 30D | -6.0% | -5.7% | -0.3% | -2.9% |
| 3M | -8.0% | +1.9% | -9.8% | -9.8% |
| 6M | -23.2% | +1.8% | -25.0% | -25.2% |
| YTD | -28.1% | +3.4% | -31.5% | -28.3% |
| 1Y | -27.3% | +13.6% | -40.9% | -27.2% |
| All | -27.3% | +13.3% | -40.5% | -27.2% |
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 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