+54.5%
USAR vs AGNC
+59.5%
-5.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -11.6% | -4.7% | -6.9% | -9.9% |
| 30D | -15.5% | -5.7% | -9.8% | -13.5% |
| 3M | -31.0% | +1.9% | -32.9% | -31.6% |
| 6M | -26.2% | +1.8% | -28.0% | -26.6% |
| YTD | +30.8% | +3.4% | +27.3% | +30.4% |
| 1Y | +7.1% | +13.6% | -6.5% | +5.9% |
| 3Y | +53.0% | +60.4% | -7.4% | +55.6% |
| All | +54.5% | +59.5% | -5.0% | +57.2% |
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