-38.4%
U vs AGNC
+53.2%
-91.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +1.7% |
| 7D | 0.0% | -4.4% | +4.4% | +4.1% |
| 30D | -4.1% | -5.4% | +1.3% | +0.8% |
| 3M | +57.8% | +3.5% | +54.3% | +52.6% |
| 6M | +103.5% | +1.7% | +101.8% | +99.3% |
| YTD | -4.8% | +3.9% | -8.6% | -9.4% |
| 1Y | -2.4% | +13.8% | -16.2% | -15.4% |
| 3Y | +11.7% | +63.3% | -51.7% | -30.3% |
| 5Y | -68.9% | +27.5% | -96.3% | -76.2% |
| All | -38.4% | +53.2% | -91.6% | -57.8% |
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