+628.3%
AGNC vs RJF
+1,070.5%
-442.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -2.7% | -2.0% | -4.0% |
| 30D | -5.7% | -4.3% | -1.4% | -4.6% |
| 3M | +1.9% | +15.7% | -13.9% | -2.2% |
| 6M | +1.8% | +17.8% | -16.0% | -2.8% |
| YTD | +3.4% | +9.2% | -5.7% | +0.5% |
| 1Y | +13.6% | +2.8% | +10.8% | +12.0% |
| 3Y | +60.4% | +69.5% | -9.1% | +36.5% |
| 5Y | +27.0% | +105.9% | -79.0% | +1.5% |
| 10Y | +83.1% | +424.9% | -341.8% | +10.8% |
| All | +628.3% | +1,070.5% | -442.2% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling