+68.1%
NTAP vs AGNC
+2.0%
+66.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.9% |
| 7D | -16.1% | +1.5% | -17.6% | -16.1% |
| 30D | -15.9% | +3.9% | -19.9% | -16.1% |
| 3M | -1.2% | -13.5% | +12.2% | +1.3% |
| 6M | +70.1% | -10.6% | +80.7% | +73.5% |
| YTD | +77.9% | -7.2% | +85.1% | +81.2% |
| 1Y | +68.1% | 0.0% | +68.2% | +63.5% |
| All | +68.1% | +2.0% | +66.2% | +63.5% |
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