+169.1%
NTAP vs AGNC
+62.2%
+106.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +7.4% | -4.7% | +12.1% | +9.2% |
| 30D | -1.4% | -5.7% | +4.3% | +0.6% |
| 3M | +24.6% | +1.9% | +22.7% | +23.3% |
| 6M | +105.9% | +1.8% | +104.1% | +103.3% |
| YTD | +88.5% | +3.4% | +85.1% | +84.8% |
| 1Y | +62.1% | +13.6% | +48.5% | +52.7% |
| 3Y | +169.1% | +60.4% | +108.7% | +122.0% |
| All | +169.1% | +62.2% | +106.9% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling