+204.5%
USB vs AGNC
+541.8%
-337.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.8% |
| 30D | +5.8% | +5.2% | +0.6% | +2.9% |
| 3M | -6.0% | -14.1% | +8.1% | +1.8% |
| 6M | +7.8% | -12.7% | +20.4% | +15.4% |
| YTD | +14.6% | -8.1% | +22.7% | +18.9% |
| 1Y | +31.8% | -1.3% | +33.1% | +31.4% |
| 3Y | +91.5% | +62.9% | +28.7% | +44.8% |
| 5Y | +22.0% | +9.7% | +12.4% | +11.3% |
| 10Y | +96.1% | +54.3% | +41.7% | +43.6% |
| All | +204.5% | +541.8% | -337.3% | -32.2% |
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