-71.4%
SOUN vs AGNC
+2.0%
-73.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +1.3% |
| 7D | -2.7% | +1.5% | -4.2% | -4.0% |
| 30D | -26.5% | +3.9% | -30.5% | -29.1% |
| 3M | -33.6% | -13.5% | -20.2% | -23.7% |
| 6M | -54.4% | -10.6% | -43.8% | -49.9% |
| YTD | -56.7% | -7.2% | -49.5% | -55.9% |
| 1Y | -71.4% | 0.0% | -71.4% | -72.9% |
| All | -71.4% | +2.0% | -73.4% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling