-34.7%
UPS vs AGNC
+26.7%
-61.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.0% | -4.7% | +2.7% | -0.2% |
| 30D | -2.0% | -5.7% | +3.7% | +0.2% |
| 3M | -6.2% | +1.9% | -8.1% | -7.1% |
| 6M | +2.8% | +1.8% | +1.0% | +1.8% |
| YTD | +5.9% | +3.4% | +2.5% | +4.1% |
| 1Y | +26.2% | +13.6% | +12.6% | +19.7% |
| 3Y | -26.0% | +60.4% | -86.4% | -38.4% |
| All | -34.7% | +26.7% | -61.3% | -40.3% |
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 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