+115.0%
UMC vs AGNC
+2.0%
+113.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -3.2% |
| 7D | -14.7% | +1.5% | -16.1% | -15.0% |
| 30D | -32.9% | +3.9% | -36.8% | -33.7% |
| 3M | -22.2% | -13.5% | -8.7% | -17.4% |
| 6M | +25.9% | -10.6% | +36.5% | +30.8% |
| YTD | +107.9% | -7.2% | +115.1% | +115.6% |
| 1Y | +115.0% | 0.0% | +115.1% | +110.3% |
| All | +115.0% | +2.0% | +113.1% | +110.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling