+644.9%
UAL vs AGNC
+648.3%
-3.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.3% |
| 7D | -1.1% | -1.0% | -0.1% | -0.3% |
| 30D | -13.4% | -1.2% | -12.2% | -12.6% |
| 3M | -2.3% | +5.4% | -7.7% | -6.5% |
| 6M | +13.3% | +6.7% | +6.6% | +7.8% |
| YTD | -4.2% | +7.1% | -11.3% | -9.6% |
| 1Y | +1.4% | +16.3% | -14.9% | -10.8% |
| 3Y | +125.8% | +68.5% | +57.3% | +43.5% |
| 5Y | +130.0% | +31.4% | +98.6% | +75.2% |
| 10Y | +104.2% | +89.6% | +14.6% | +19.7% |
| All | +644.9% | +648.3% | -3.4% | -20.5% |
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 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