-16.7%
AGNC vs RAM
-78.4%
+61.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.3% |
| 7D | -6.3% | +15.2% | -21.5% | -6.1% |
| 30D | -3.1% | -36.5% | +33.3% | -3.2% |
| 3M | -22.1% | -54.6% | +32.6% | -22.1% |
| All | -16.7% | -78.4% | +61.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 1y: compounded portfolio wealth divided by compounded RAM 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…
1y analysis · Full analysis span regression · Available span rolling