+50.7%
O vs AGNC
+83.7%
-32.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -0.6% |
| 30D | -4.5% | -5.7% | +1.2% | -1.9% |
| 3M | -2.6% | +1.9% | -4.5% | -3.7% |
| 6M | -5.6% | +1.8% | -7.4% | -7.0% |
| YTD | +9.3% | +3.4% | +5.8% | +6.6% |
| 1Y | +4.3% | +13.6% | -9.3% | -2.9% |
| 3Y | +27.4% | +60.4% | -32.9% | -1.7% |
| 5Y | +17.1% | +27.0% | -9.9% | +0.8% |
| All | +50.7% | +83.7% | -32.9% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling