+30.8%
USB vs AGNC
+16.0%
+14.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -1.1% | -1.0% | 0.0% | -0.6% |
| 30D | -3.2% | -1.2% | -2.0% | -2.8% |
| 3M | +11.8% | +5.4% | +6.5% | +9.2% |
| 6M | +21.4% | +6.7% | +14.7% | +17.9% |
| YTD | +18.6% | +7.1% | +11.5% | +14.5% |
| 1Y | +30.8% | +16.3% | +14.5% | +21.6% |
| All | +30.8% | +16.0% | +14.8% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling