+903.6%
NTAP vs AGNC
+622.7%
+280.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +7.4% | -4.7% | +12.1% | +9.4% |
| 30D | -1.4% | -5.7% | +4.3% | +0.8% |
| 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% | +84.7% |
| 1Y | +62.1% | +13.6% | +48.5% | +52.7% |
| 3Y | +169.1% | +60.4% | +108.7% | +118.1% |
| 5Y | +141.9% | +27.0% | +114.9% | +111.3% |
| 10Y | +644.0% | +83.1% | +560.9% | +443.6% |
| All | +903.6% | +622.7% | +280.9% | +242.3% |
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 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