+58.9%
NTAP vs AGNC
+22.6%
+36.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | -0.5% | +0.9% | -1.5% | -0.8% |
| 3M | +4.1% | +7.0% | -2.9% | +2.6% |
| 6M | +88.0% | +3.9% | +84.1% | +86.2% |
| YTD | +75.6% | +8.5% | +67.0% | +74.3% |
| 1Y | +58.9% | +19.6% | +39.4% | +54.3% |
| All | +58.9% | +22.6% | +36.4% | +54.3% |
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