+19.6%
AGNC vs RIO
+73.7%
-54.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +0.9% | +4.0% | -3.0% | 0.0% |
| 3M | +7.0% | +0.1% | +6.8% | +6.9% |
| 6M | +3.9% | +12.7% | -8.8% | -0.5% |
| YTD | +8.5% | +35.6% | -27.0% | +3.0% |
| 1Y | +19.6% | +73.7% | -54.1% | +12.6% |
| All | +19.6% | +73.7% | -54.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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 · 6 months rolling