+12.8%
TEAM vs AGNC
+22.6%
-9.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | +67.3% | +0.9% | +66.4% | +67.2% |
| 3M | +86.8% | +7.0% | +79.8% | +88.8% |
| 6M | +146.8% | +3.9% | +142.9% | +144.6% |
| YTD | +16.9% | +8.5% | +8.4% | +15.2% |
| 1Y | +12.8% | +19.6% | -6.8% | +6.9% |
| All | +12.8% | +22.6% | -9.8% | +6.9% |
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 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