+121.6%
URI vs AGNC
+62.8%
+58.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.8% | -2.1% |
| 7D | -0.5% | -4.4% | +3.9% | +2.1% |
| 30D | -13.4% | -5.4% | -8.0% | -10.6% |
| 3M | -6.2% | +3.5% | -9.7% | -8.5% |
| 6M | +28.0% | +1.7% | +26.3% | +25.7% |
| YTD | +23.0% | +3.9% | +19.1% | +19.0% |
| 1Y | +5.5% | +13.8% | -8.3% | -3.7% |
| All | +121.6% | +62.8% | +58.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling