+46.4%
UBER vs AGNC
+62.2%
-15.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -5.4% | -4.7% | -0.7% | -3.5% |
| 30D | -4.9% | -5.7% | +0.8% | -2.6% |
| 3M | +3.0% | +1.9% | +1.2% | +2.2% |
| 6M | -4.4% | +1.8% | -6.2% | -5.3% |
| YTD | -12.3% | +3.4% | -15.7% | -14.0% |
| 1Y | -24.3% | +13.6% | -37.9% | -28.8% |
| 3Y | +46.4% | +60.4% | -13.9% | +19.5% |
| All | +46.4% | +62.2% | -15.7% | +19.5% |
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 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