+451.8%
SAP vs AGNC
+625.5%
-173.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.5% |
| 7D | -5.1% | -4.4% | -0.7% | -3.6% |
| 30D | -1.8% | -5.4% | +3.6% | +0.1% |
| 3M | +20.9% | +3.5% | +17.5% | +19.6% |
| 6M | +7.0% | +1.7% | +5.3% | +6.2% |
| YTD | -13.7% | +3.9% | -17.6% | -15.2% |
| 1Y | -19.6% | +13.8% | -33.4% | -23.5% |
| 3Y | +52.4% | +63.3% | -10.9% | +26.5% |
| 5Y | +54.4% | +27.5% | +27.0% | +37.1% |
| 10Y | +174.8% | +83.8% | +91.0% | +109.3% |
| All | +451.8% | +625.5% | -173.8% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling