+54.5%
SAP vs AGNC
+26.7%
+27.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.1% | -4.7% | +0.6% | -2.4% |
| 30D | +1.1% | -5.7% | +6.8% | +3.2% |
| 3M | +26.1% | +1.9% | +24.2% | +25.4% |
| 6M | +9.8% | +1.8% | +8.0% | +9.0% |
| YTD | -13.6% | +3.4% | -17.0% | -15.1% |
| 1Y | -18.7% | +13.6% | -32.3% | -22.8% |
| 3Y | +54.1% | +60.4% | -6.2% | +28.2% |
| All | +54.5% | +26.7% | +27.9% | +39.1% |
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