+123.3%
UAL vs AGNC
+62.8%
+60.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | +1.7% |
| 7D | -2.0% | -4.4% | +2.4% | +1.3% |
| 30D | -15.7% | -5.4% | -10.3% | -12.2% |
| 3M | +3.6% | +3.5% | +0.1% | +0.9% |
| 6M | +16.9% | +1.7% | +15.2% | +15.6% |
| YTD | -4.8% | +3.9% | -8.6% | -7.5% |
| 1Y | -0.9% | +13.8% | -14.8% | -9.9% |
| All | +123.3% | +62.8% | +60.5% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling