-23.9%
PATH vs AGNC
+52.8%
-76.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.6% |
| 7D | +0.7% | -7.0% | +7.7% | +4.8% |
| 30D | -1.1% | -3.5% | +2.3% | +0.6% |
| 3M | -14.2% | -21.8% | +7.6% | -1.0% |
| 6M | +30.9% | -18.0% | +48.9% | +46.4% |
| YTD | -20.1% | -14.2% | -5.9% | -14.8% |
| 1Y | -8.1% | -7.8% | -0.3% | -7.3% |
| All | -23.9% | +52.8% | -76.8% | -63.3% |
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