-75.2%
PATH vs AGNC
+33.5%
-108.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.3% | -8.0% | -8.0% |
| 7D | -22.8% | +0.8% | -23.5% | -23.2% |
| 30D | -6.9% | -0.4% | -6.5% | -6.6% |
| 3M | +25.4% | +9.2% | +16.2% | +17.5% |
| 6M | +18.1% | +7.4% | +10.7% | +11.0% |
| YTD | -14.5% | +8.8% | -23.4% | -21.4% |
| 1Y | +18.7% | +18.3% | +0.5% | +1.6% |
| 3Y | -24.2% | +71.2% | -95.4% | -52.7% |
| 5Y | -75.2% | +34.8% | -110.0% | -77.1% |
| All | -75.2% | +33.5% | -108.7% | -77.1% |
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