+55.3%
ON vs AGNC
+13.3%
+42.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +2.4% | -4.7% | +7.1% | +4.1% |
| 30D | -8.6% | -5.7% | -2.9% | -6.7% |
| 3M | -34.3% | +1.9% | -36.2% | -35.5% |
| 6M | +28.5% | +1.8% | +26.7% | +24.5% |
| YTD | +40.6% | +3.4% | +37.2% | +36.5% |
| 1Y | +55.3% | +13.6% | +41.7% | +49.4% |
| All | +55.3% | +13.3% | +42.0% | +49.4% |
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 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