-84.3%
OPEN vs AGNC
+26.7%
-111.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -11.4% | -4.7% | -6.7% | -5.4% |
| 30D | -20.1% | -5.7% | -14.4% | -13.2% |
| 3M | -37.6% | +1.9% | -39.4% | -38.8% |
| 6M | -47.1% | +1.8% | -48.9% | -48.3% |
| YTD | -52.1% | +3.4% | -55.6% | -53.8% |
| 1Y | -73.5% | +13.6% | -87.1% | -77.6% |
| 3Y | -24.4% | +60.4% | -84.8% | -57.7% |
| All | -84.3% | +26.7% | -111.0% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling