+116.6%
AGNC vs RACE
+640.3%
-523.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | -0.4% | -1.5% | +1.2% | 0.0% |
| 3M | +9.2% | +15.5% | -6.3% | +5.0% |
| 6M | +7.4% | +17.3% | -9.9% | +2.6% |
| YTD | +8.8% | +11.1% | -2.3% | +5.1% |
| 1Y | +18.3% | -14.3% | +32.5% | +21.4% |
| 3Y | +71.2% | +40.2% | +31.0% | +51.2% |
| 5Y | +34.8% | +92.6% | -57.8% | +8.5% |
| 10Y | +85.8% | +786.6% | -700.8% | +20.1% |
| All | +116.6% | +640.3% | -523.7% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling