-16.0%
PATH vs AGNC
+71.8%
-87.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | -1.2% | -15.1% | -15.7% |
| 30D | +9.9% | +0.9% | +9.0% | +9.5% |
| 3M | +30.2% | +7.0% | +23.2% | +25.2% |
| 6M | +37.2% | +3.9% | +33.3% | +33.4% |
| YTD | -7.3% | +8.5% | -15.9% | -13.3% |
| 1Y | +40.0% | +19.6% | +20.4% | +21.6% |
| All | -16.0% | +71.8% | -87.7% | -46.5% |
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