+80.6%
AGNC vs RACE
+844.0%
-763.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -5.7% | +1.6% | -7.3% | -6.2% |
| 3M | +1.9% | +13.2% | -11.3% | -1.8% |
| 6M | +1.8% | +22.9% | -21.1% | -4.5% |
| YTD | +3.4% | +13.3% | -9.8% | -1.1% |
| 1Y | +13.6% | -12.7% | +26.3% | +16.4% |
| 3Y | +60.4% | +40.3% | +20.1% | +38.9% |
| 5Y | +27.0% | +96.5% | -69.5% | -1.9% |
| All | +80.6% | +844.0% | -763.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling