-71.4%
OPEN vs AGNC
+2.0%
-73.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +4.0% | +9.8% | +8.4% |
| 7D | +3.7% | +1.5% | +2.2% | +2.0% |
| 30D | -14.3% | +3.9% | -18.2% | -18.1% |
| 3M | -51.9% | -13.5% | -38.5% | -41.5% |
| 6M | -61.4% | -10.6% | -50.8% | -54.7% |
| YTD | -66.0% | -7.2% | -58.8% | -59.4% |
| 1Y | -71.4% | 0.0% | -71.3% | -66.7% |
| All | -71.4% | +2.0% | -73.4% | -66.7% |
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