+543.6%
STM vs AGNC
+648.3%
-104.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | -5.2% | -1.2% | -3.9% | -4.6% |
| 3M | -29.6% | +5.4% | -35.0% | -31.4% |
| 6M | +54.4% | +6.7% | +47.6% | +49.6% |
| YTD | +99.5% | +7.1% | +92.4% | +92.9% |
| 1Y | +100.8% | +16.3% | +84.5% | +86.5% |
| 3Y | +20.2% | +68.5% | -48.3% | -6.4% |
| 5Y | +21.1% | +31.4% | -10.3% | +4.0% |
| 10Y | +664.5% | +89.6% | +574.9% | +441.7% |
| All | +543.6% | +648.3% | -104.8% | +121.8% |
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