+631.2%
AGNC vs RGEN
+2,719.9%
-2,088.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -5.4% | -0.1% | -5.3% | -5.4% |
| 3M | +3.5% | +25.9% | -22.5% | +0.4% |
| 6M | +1.7% | +35.2% | -33.5% | -2.3% |
| YTD | +3.9% | +0.5% | +3.4% | +3.0% |
| 1Y | +13.8% | +37.0% | -23.1% | +8.6% |
| 3Y | +63.3% | +2.0% | +61.3% | +57.5% |
| 5Y | +27.5% | -44.2% | +71.7% | +27.3% |
| 10Y | +83.8% | +411.6% | -327.8% | +41.2% |
| All | +631.2% | +2,719.9% | -2,088.7% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling