+46.6%
XYZ vs AGNC
+62.8%
-16.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +2.1% |
| 7D | -5.2% | -4.4% | -0.7% | -1.7% |
| 30D | 0.0% | -5.4% | +5.4% | +4.6% |
| 3M | +18.7% | +3.5% | +15.2% | +15.3% |
| 6M | +20.5% | +1.7% | +18.8% | +18.6% |
| YTD | +21.5% | +3.9% | +17.6% | +16.6% |
| 1Y | +7.2% | +13.8% | -6.6% | -5.3% |
| All | +46.6% | +62.8% | -16.2% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling