-6.4%
T vs AGNC
+2.0%
-8.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +2.0% |
| 7D | +5.5% | +1.5% | +4.0% | +5.4% |
| 30D | -8.9% | +3.9% | -12.9% | -9.0% |
| 3M | -5.6% | -13.5% | +7.9% | -6.9% |
| 6M | -14.3% | -10.6% | -3.7% | -15.1% |
| YTD | -7.9% | -7.2% | -0.7% | -13.0% |
| 1Y | -6.4% | 0.0% | -6.4% | -13.6% |
| All | -6.4% | +2.0% | -8.4% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling