+5,107.9%
URI vs AGNC
+648.3%
+4,459.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.3% |
| 7D | +5.0% | -1.0% | +6.0% | +5.6% |
| 30D | -9.4% | -1.2% | -8.2% | -8.7% |
| 3M | -5.8% | +5.4% | -11.2% | -9.2% |
| 6M | +25.8% | +6.7% | +19.1% | +19.9% |
| YTD | +27.9% | +7.1% | +20.8% | +21.5% |
| 1Y | +9.7% | +16.3% | -6.6% | -1.0% |
| 3Y | +128.0% | +68.5% | +59.5% | +62.0% |
| 5Y | +212.4% | +31.4% | +181.0% | +154.4% |
| 10Y | +1,271.8% | +89.6% | +1,182.2% | +769.9% |
| All | +5,107.9% | +648.3% | +4,459.6% | +1,118.3% |
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 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