+60.3%
AGNCP price history and return analytics
+120.8%
-60.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | +0.8% | -1.0% | +1.8% | +1.3% |
| 3M | +3.0% | +3.2% | -0.1% | +1.1% |
| 6M | +6.8% | +12.5% | -5.6% | -0.3% |
| YTD | +8.4% | +14.1% | -5.7% | +0.1% |
| 1Y | +10.0% | +18.9% | -8.9% | -0.9% |
| 3Y | +47.0% | +74.1% | -27.1% | +2.4% |
| 5Y | +45.4% | +66.9% | -21.4% | +3.4% |
| All | +60.3% | +120.8% | -60.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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