-66.5%
U vs AGNC
+26.7%
-93.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.9% |
| 7D | +5.5% | -4.7% | +10.2% | +10.4% |
| 30D | -1.3% | -5.7% | +4.4% | +4.3% |
| 3M | +64.6% | +1.9% | +62.7% | +61.3% |
| 6M | +119.4% | +1.8% | +117.6% | +114.2% |
| YTD | -0.5% | +3.4% | -3.9% | -5.3% |
| 1Y | +1.3% | +13.6% | -12.3% | -12.8% |
| 3Y | +15.6% | +60.4% | -44.7% | -28.4% |
| All | -66.5% | +26.7% | -93.1% | -72.5% |
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