+439.9%
AG vs RMBS
+298.9%
+141.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +4.5% | +3.0% | +1.5% | +3.8% |
| 30D | +12.9% | -14.4% | +27.3% | +16.4% |
| 3M | +20.9% | -42.8% | +63.8% | +34.6% |
| 6M | -19.5% | -1.4% | -18.1% | -20.9% |
| YTD | +24.8% | -5.4% | +30.2% | +22.8% |
| 1Y | +120.2% | +18.6% | +101.7% | +105.2% |
| 3Y | +279.0% | +57.3% | +221.7% | +217.0% |
| 5Y | +67.9% | +265.7% | -197.8% | +16.8% |
| 10Y | +57.5% | +546.0% | -488.5% | -4.3% |
| All | +439.9% | +298.9% | +141.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling