+17.6%
ONDS vs AGNC
+39.7%
-22.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -5.1% | -4.7% | -0.4% | -1.0% |
| 30D | -26.0% | -5.7% | -20.3% | -22.0% |
| 3M | -26.4% | +1.9% | -28.3% | -28.1% |
| 6M | -26.4% | +1.8% | -28.2% | -27.6% |
| YTD | -25.9% | +3.4% | -29.4% | -28.0% |
| 1Y | +12.6% | +13.6% | -1.0% | +1.0% |
| 3Y | +706.9% | +60.4% | +646.6% | +444.5% |
| 5Y | -2.4% | +27.0% | -29.4% | -14.5% |
| All | +17.6% | +39.7% | -22.2% | -13.4% |
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