+137.5%
UAL vs AGNC
+27.2%
+110.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | +1.4% |
| 7D | -2.0% | -4.4% | +2.4% | +0.9% |
| 30D | -15.7% | -5.4% | -10.3% | -12.6% |
| 3M | +3.6% | +3.5% | +0.1% | +1.2% |
| 6M | +16.9% | +1.7% | +15.2% | +16.0% |
| YTD | -4.8% | +3.9% | -8.6% | -7.1% |
| 1Y | -0.9% | +13.8% | -14.8% | -8.9% |
| 3Y | +124.5% | +63.3% | +61.1% | +66.2% |
| All | +137.5% | +27.2% | +110.3% | +160.6% |
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 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