-16.5%
SOUN vs AGNC
+71.4%
-87.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -7.1% | -4.7% | -2.4% | -2.6% |
| 30D | -15.4% | -5.7% | -9.7% | -10.3% |
| 3M | -10.6% | +1.9% | -12.4% | -12.6% |
| 6M | -19.6% | +1.8% | -21.4% | -21.4% |
| YTD | -37.2% | +3.4% | -40.7% | -39.4% |
| 1Y | -57.1% | +13.6% | -70.7% | -62.5% |
| 3Y | +178.2% | +60.4% | +117.9% | +88.5% |
| All | -16.5% | +71.4% | -87.9% | -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 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