+1,186.3%
URI vs AGNC
+83.7%
+1,102.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.1% | -4.7% | +2.6% | +0.9% |
| 30D | -12.4% | -5.7% | -6.7% | -9.3% |
| 3M | -7.3% | +1.9% | -9.1% | -8.7% |
| 6M | +27.2% | +1.8% | +25.4% | +24.9% |
| YTD | +23.0% | +3.4% | +19.5% | +19.3% |
| 1Y | +3.9% | +13.6% | -9.7% | -5.0% |
| 3Y | +121.6% | +60.4% | +61.3% | +62.2% |
| 5Y | +201.1% | +27.0% | +174.1% | +153.8% |
| All | +1,186.3% | +83.7% | +1,102.6% | +930.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling