+1,455.9%
UNH vs AGNC
+622.7%
+833.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -4.5% | -4.7% | +0.1% | -3.1% |
| 30D | -6.5% | -5.7% | -0.9% | -4.8% |
| 3M | -6.0% | +1.9% | -7.8% | -6.7% |
| 6M | +33.7% | +1.8% | +31.9% | +32.5% |
| YTD | +16.4% | +3.4% | +12.9% | +14.3% |
| 1Y | +10.1% | +13.6% | -3.5% | +4.8% |
| 3Y | -16.3% | +60.4% | -76.7% | -30.3% |
| 5Y | +2.1% | +27.0% | -24.9% | -9.8% |
| 10Y | +233.1% | +83.1% | +150.0% | +144.6% |
| All | +1,455.9% | +622.7% | +833.2% | +344.7% |
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