+26.4%
AGNC vs RGEN
-44.2%
+70.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.7% | -1.4% | -3.3% | -4.5% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | +1.9% | +23.9% | -22.0% | -2.2% |
| 6M | +1.8% | +38.5% | -36.7% | -4.5% |
| YTD | +3.4% | +0.8% | +2.6% | +2.2% |
| 1Y | +13.6% | +38.2% | -24.6% | +5.7% |
| 3Y | +60.4% | +1.3% | +59.1% | +51.3% |
| All | +26.4% | -44.2% | +70.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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