+654.1%
AGNC vs RBA
+347.3%
+306.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -1.2% | -13.0% | +11.7% | +1.5% |
| 3M | +5.4% | -23.1% | +28.5% | +10.7% |
| 6M | +6.7% | -22.6% | +29.3% | +11.9% |
| YTD | +7.1% | -20.4% | +27.5% | +11.3% |
| 1Y | +16.3% | -29.6% | +45.9% | +23.8% |
| 3Y | +68.5% | +26.6% | +41.9% | +57.1% |
| 5Y | +31.4% | +38.2% | -6.8% | +18.2% |
| 10Y | +89.6% | +194.7% | -105.2% | +42.1% |
| All | +654.1% | +347.3% | +306.8% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling