-5.4%
REGN vs AGNC
+62.2%
-67.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -5.6% | -4.7% | -0.9% | -3.9% |
| 30D | -2.0% | -5.7% | +3.7% | +0.1% |
| 3M | +28.0% | +1.9% | +26.1% | +27.0% |
| 6M | +1.2% | +1.8% | -0.6% | +0.3% |
| YTD | +1.6% | +3.4% | -1.8% | 0.0% |
| 1Y | +38.2% | +13.6% | +24.6% | +31.4% |
| 3Y | -5.4% | +60.4% | -65.7% | -18.5% |
| All | -5.4% | +62.2% | -67.5% | -18.5% |
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