+629.3%
ON vs AGNC
+83.7%
+545.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.8% |
| 7D | +2.4% | -4.7% | +7.1% | +5.9% |
| 30D | -8.6% | -5.7% | -2.9% | -4.8% |
| 3M | -34.3% | +1.9% | -36.2% | -35.9% |
| 6M | +28.5% | +1.8% | +26.7% | +25.2% |
| YTD | +40.6% | +3.4% | +37.2% | +35.2% |
| 1Y | +55.3% | +13.6% | +41.7% | +38.9% |
| 3Y | -22.2% | +60.4% | -82.6% | -46.3% |
| 5Y | +62.4% | +27.0% | +35.4% | +33.3% |
| All | +629.3% | +83.7% | +545.6% | +405.4% |
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