+26.4%
AGNC vs RBA
+39.4%
-12.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -1.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | -2.9% | -2.7% | -5.1% |
| 3M | +1.9% | -20.9% | +22.8% | +6.8% |
| 6M | +1.8% | -17.7% | +19.5% | +5.6% |
| YTD | +3.4% | -18.2% | +21.6% | +6.9% |
| 1Y | +13.6% | -29.1% | +42.7% | +21.4% |
| 3Y | +60.4% | +29.5% | +30.8% | +46.4% |
| All | +26.4% | +39.4% | -12.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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