-52.3%
TEAM vs AGNC
+26.7%
-79.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -5.2% | -4.7% | -0.5% | -2.3% |
| 30D | +15.8% | -5.7% | +21.4% | +20.2% |
| 3M | +101.5% | +1.9% | +99.6% | +99.5% |
| 6M | +138.2% | +1.8% | +136.4% | +133.3% |
| YTD | +10.8% | +3.4% | +7.4% | +6.1% |
| 1Y | +1.7% | +13.6% | -11.9% | -9.2% |
| 3Y | -16.0% | +60.4% | -76.4% | -41.8% |
| All | -52.3% | +26.7% | -79.0% | -53.5% |
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