+256.1%
NRG vs AGNC
+622.7%
-366.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -4.7% | -4.7% | 0.0% | -2.4% |
| 30D | -6.0% | -5.7% | -0.3% | -3.2% |
| 3M | -8.0% | +1.9% | -9.8% | -9.1% |
| 6M | -23.2% | +1.8% | -25.0% | -24.0% |
| YTD | -28.1% | +3.4% | -31.5% | -29.3% |
| 1Y | -27.3% | +13.6% | -40.9% | -31.9% |
| 3Y | +208.7% | +60.4% | +148.3% | +142.6% |
| 5Y | +197.7% | +27.0% | +170.7% | +155.9% |
| 10Y | +1,103.3% | +83.1% | +1,020.2% | +726.3% |
| All | +256.1% | +622.7% | -366.6% | -0.7% |
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