+106.2%
UAL vs AGNC
+83.7%
+22.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.5% |
| 7D | -1.4% | -4.7% | +3.3% | +2.8% |
| 30D | -12.2% | -5.7% | -6.6% | -7.7% |
| 3M | -2.5% | +1.9% | -4.3% | -4.3% |
| 6M | +21.1% | +1.8% | +19.3% | +19.5% |
| YTD | -1.8% | +3.4% | -5.2% | -4.9% |
| 1Y | +0.4% | +13.6% | -13.2% | -10.8% |
| 3Y | +130.3% | +60.4% | +69.9% | +47.8% |
| 5Y | +147.7% | +27.0% | +120.7% | +99.3% |
| All | +106.2% | +83.7% | +22.6% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling