+43.2%
TER vs AGNC
+2.0%
+41.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.8% | -9.5% |
| 7D | -19.9% | +1.5% | -21.3% | -20.7% |
| 30D | -43.5% | +3.9% | -47.5% | -45.4% |
| 3M | -37.8% | -13.5% | -24.3% | -28.5% |
| 6M | -25.6% | -10.6% | -15.0% | -19.6% |
| YTD | +29.8% | -7.2% | +37.0% | +34.4% |
| 1Y | +43.2% | 0.0% | +43.2% | +35.4% |
| All | +43.2% | +2.0% | +41.2% | +35.4% |
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