-8.6%
ONON vs AGNC
+62.2%
-70.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -2.1% | -4.7% | +2.6% | +0.7% |
| 30D | -11.6% | -5.7% | -5.9% | -8.6% |
| 3M | -30.1% | +1.9% | -32.0% | -31.2% |
| 6M | -30.5% | +1.8% | -32.3% | -31.6% |
| YTD | -41.0% | +3.4% | -44.5% | -42.9% |
| 1Y | -36.7% | +13.6% | -50.3% | -42.4% |
| 3Y | -8.6% | +60.4% | -69.0% | -30.5% |
| All | -8.6% | +62.2% | -70.8% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling