-16.0%
TEAM vs AGNC
+62.2%
-78.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -5.2% | -4.7% | -0.5% | -3.0% |
| 30D | +15.8% | -5.7% | +21.4% | +19.2% |
| 3M | +101.5% | +1.9% | +99.6% | +100.3% |
| 6M | +138.2% | +1.8% | +136.4% | +134.8% |
| YTD | +10.8% | +3.4% | +7.4% | +7.0% |
| 1Y | +1.7% | +13.6% | -11.9% | -7.7% |
| 3Y | -16.0% | +60.4% | -76.4% | -34.8% |
| All | -16.0% | +62.2% | -78.2% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling