+642.8%
SPY vs AGNC
+625.5%
+17.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | -0.4% |
| 30D | -1.7% | -5.4% | +3.7% | +0.3% |
| 3M | +4.7% | +3.5% | +1.3% | +3.2% |
| 6M | +12.5% | +1.7% | +10.8% | +11.4% |
| YTD | +11.7% | +3.9% | +7.9% | +9.6% |
| 1Y | +17.5% | +13.8% | +3.6% | +11.2% |
| 3Y | +76.6% | +63.3% | +13.2% | +44.5% |
| 5Y | +82.0% | +27.5% | +54.6% | +60.5% |
| 10Y | +317.1% | +83.8% | +233.3% | +209.5% |
| All | +642.8% | +625.5% | +17.3% | +160.2% |
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