+93.3%
SNOW vs AGNC
+62.2%
+31.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.4% | -4.7% | +2.3% | -0.6% |
| 30D | -1.0% | -5.7% | +4.7% | +1.3% |
| 3M | +36.9% | +1.9% | +35.0% | +35.7% |
| 6M | +83.4% | +1.8% | +81.6% | +80.8% |
| YTD | +50.0% | +3.4% | +46.5% | +46.2% |
| 1Y | +46.5% | +13.6% | +32.9% | +36.3% |
| 3Y | +93.3% | +60.4% | +33.0% | +58.9% |
| All | +93.3% | +62.2% | +31.1% | +58.9% |
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