-1.2%
AGNC vs RJF
+5.4%
-6.6%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -0.1% | +2.2% | -2.3% | -0.7% |
| 30D | +2.8% | +3.4% | -0.6% | +1.8% |
| 3M | -14.2% | -8.7% | -5.5% | -12.4% |
| 6M | -11.7% | +4.1% | -15.8% | -12.5% |
| YTD | -7.7% | +3.7% | -11.5% | -9.4% |
| 1Y | -1.2% | +4.4% | -5.6% | -3.1% |
| All | -1.2% | +5.4% | -6.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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