+76.9%
SPY vs AGNC
+62.2%
+14.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -0.8% | -4.7% | +3.9% | +0.9% |
| 30D | -1.1% | -5.7% | +4.6% | +0.9% |
| 3M | +3.9% | +1.9% | +2.0% | +3.0% |
| 6M | +13.6% | +1.8% | +11.8% | +12.5% |
| YTD | +12.7% | +3.4% | +9.2% | +10.7% |
| 1Y | +17.5% | +13.6% | +3.9% | +11.5% |
| 3Y | +76.9% | +60.4% | +16.5% | +52.4% |
| All | +76.9% | +62.2% | +14.7% | +52.4% |
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