+54.0%
UNP vs AGNC
+26.7%
+27.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -4.7% | +2.9% | -0.4% |
| 30D | -2.7% | -5.7% | +2.9% | -1.0% |
| 3M | +6.5% | +1.9% | +4.6% | +5.7% |
| 6M | +14.4% | +1.8% | +12.6% | +13.3% |
| YTD | +24.8% | +3.4% | +21.4% | +22.9% |
| 1Y | +34.4% | +13.6% | +20.8% | +28.5% |
| 3Y | +43.6% | +60.4% | -16.8% | +23.4% |
| All | +54.0% | +26.7% | +27.3% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling