+18.3%
STM vs AGNC
+26.7%
-8.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -1.4% | -4.7% | +3.3% | +1.5% |
| 30D | -4.9% | -5.7% | +0.7% | -1.5% |
| 3M | -34.0% | +1.9% | -35.8% | -34.9% |
| 6M | +51.8% | +1.8% | +50.0% | +49.9% |
| YTD | +99.4% | +3.4% | +95.9% | +94.6% |
| 1Y | +99.1% | +13.6% | +85.5% | +83.4% |
| 3Y | +19.5% | +60.4% | -40.9% | -9.8% |
| All | +18.3% | +26.7% | -8.4% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling