+216.4%
TER vs AGNC
+26.7%
+189.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +6.4% | -4.7% | +11.1% | +9.6% |
| 30D | -5.7% | -5.7% | 0.0% | -2.2% |
| 3M | -0.4% | +1.9% | -2.3% | -2.5% |
| 6M | +25.8% | +1.8% | +24.0% | +24.2% |
| YTD | +96.4% | +3.4% | +93.0% | +92.7% |
| 1Y | +229.2% | +13.6% | +215.6% | +204.3% |
| 3Y | +288.1% | +60.4% | +227.7% | +193.4% |
| All | +216.4% | +26.7% | +189.7% | +162.3% |
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