+1,007.4%
UNP vs AGNC
+622.7%
+384.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.8% | -4.7% | +2.9% | -0.1% |
| 30D | -2.7% | -5.7% | +2.9% | -0.7% |
| 3M | +6.5% | +1.9% | +4.6% | +5.6% |
| 6M | +14.4% | +1.8% | +12.6% | +13.1% |
| YTD | +24.8% | +3.4% | +21.4% | +22.6% |
| 1Y | +34.4% | +13.6% | +20.8% | +27.6% |
| 3Y | +43.6% | +60.4% | -16.8% | +19.0% |
| 5Y | +53.2% | +27.0% | +26.2% | +35.4% |
| 10Y | +282.1% | +83.1% | +199.0% | +185.3% |
| All | +1,007.4% | +622.7% | +384.7% | +343.2% |
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 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