+221.6%
USB vs AGNC
+658.3%
-436.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -1.3% | +0.9% | -2.2% | -1.9% |
| 3M | +15.2% | +7.0% | +8.3% | +10.8% |
| 6M | +18.8% | +3.9% | +14.9% | +15.8% |
| YTD | +21.0% | +8.5% | +12.5% | +14.9% |
| 1Y | +34.0% | +19.6% | +14.5% | +20.6% |
| 3Y | +95.3% | +66.1% | +29.2% | +45.6% |
| 5Y | +40.4% | +31.8% | +8.5% | +16.0% |
| 10Y | +107.3% | +87.0% | +20.3% | +36.9% |
| All | +221.6% | +658.3% | -436.7% | -34.5% |
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