+158.4%
W vs AGNC
+105.9%
+52.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | +0.4% |
| 7D | +0.5% | -4.4% | +4.9% | +5.1% |
| 30D | -5.6% | -5.4% | -0.2% | 0.0% |
| 3M | +41.9% | +3.5% | +38.4% | +37.7% |
| 6M | +30.2% | +1.7% | +28.5% | +29.2% |
| YTD | -2.9% | +3.9% | -6.8% | -5.9% |
| 1Y | +11.6% | +13.8% | -2.3% | -1.7% |
| 3Y | +37.0% | +63.3% | -26.4% | -11.6% |
| 5Y | -62.8% | +27.5% | -90.3% | -69.4% |
| 10Y | +155.2% | +83.8% | +71.4% | +57.4% |
| All | +158.4% | +105.9% | +52.5% | +39.2% |
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