+165.4%
UPS vs AGNC
+622.7%
-457.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.0% | -4.7% | +2.7% | -0.5% |
| 30D | -2.0% | -5.7% | +3.7% | -0.1% |
| 3M | -6.2% | +1.9% | -8.1% | -7.0% |
| 6M | +2.8% | +1.8% | +1.0% | +2.0% |
| YTD | +5.9% | +3.4% | +2.5% | +4.4% |
| 1Y | +26.2% | +13.6% | +12.6% | +20.7% |
| 3Y | -26.0% | +60.4% | -86.4% | -37.1% |
| 5Y | -34.3% | +27.0% | -61.2% | -40.9% |
| 10Y | +37.5% | +83.1% | -45.6% | +7.3% |
| All | +165.4% | +622.7% | -457.3% | +8.2% |
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