+27.5%
AGNC vs RACE
+90.9%
-63.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | -4.4% | -2.2% | -2.2% | -3.8% |
| 30D | -5.4% | -0.4% | -5.0% | -5.4% |
| 3M | +3.5% | +17.9% | -14.4% | -2.0% |
| 6M | +1.7% | +19.3% | -17.6% | -4.4% |
| YTD | +3.9% | +11.9% | -8.0% | -0.8% |
| 1Y | +13.8% | -12.7% | +26.6% | +17.2% |
| 3Y | +63.3% | +41.1% | +22.2% | +32.3% |
| 5Y | +27.5% | +94.1% | -66.6% | -9.8% |
| All | +27.5% | +90.9% | -63.5% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling