-63.2%
W vs AGNC
+26.7%
-89.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | -0.9% | -4.7% | +3.8% | +5.4% |
| 30D | -4.2% | -5.7% | +1.4% | +3.3% |
| 3M | +26.9% | +1.9% | +25.0% | +24.1% |
| 6M | +31.2% | +1.8% | +29.4% | +29.1% |
| YTD | -1.8% | +3.4% | -5.3% | -5.9% |
| 1Y | +9.3% | +13.6% | -4.3% | -7.7% |
| 3Y | +33.2% | +60.4% | -27.2% | -24.1% |
| All | -63.2% | +26.7% | -89.9% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling