+755.1%
TEAM vs AGNC
+120.3%
+634.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +2.3% |
| 7D | -7.8% | -4.4% | -3.4% | -6.0% |
| 30D | +16.5% | -5.4% | +21.9% | +19.3% |
| 3M | +96.2% | +3.5% | +92.7% | +93.7% |
| 6M | +130.2% | +1.7% | +128.5% | +127.5% |
| YTD | +10.7% | +3.9% | +6.9% | +7.8% |
| 1Y | +3.0% | +13.8% | -10.8% | -3.9% |
| 3Y | -13.1% | +63.3% | -76.4% | -30.6% |
| 5Y | -52.7% | +27.5% | -80.2% | -59.7% |
| 10Y | +509.1% | +83.8% | +425.3% | +348.5% |
| All | +755.1% | +120.3% | +634.8% | +478.8% |
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