+1,436.1%
UMC vs AGNC
+622.7%
+813.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +9.0% | -4.7% | +13.7% | +11.3% |
| 30D | +17.2% | -5.7% | +22.9% | +20.2% |
| 3M | +11.4% | +1.9% | +9.5% | +9.9% |
| 6M | +137.5% | +1.8% | +135.7% | +134.3% |
| YTD | +193.1% | +3.4% | +189.7% | +186.9% |
| 1Y | +240.3% | +13.6% | +226.7% | +219.2% |
| 3Y | +262.2% | +60.4% | +201.8% | +187.0% |
| 5Y | +143.1% | +27.0% | +116.2% | +110.1% |
| 10Y | +1,853.0% | +83.1% | +1,769.9% | +1,227.0% |
| All | +1,436.1% | +622.7% | +813.4% | +231.4% |
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