0.0%
AGNC vs RL
+34.3%
-34.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.9% |
| 7D | +1.5% | +5.8% | -4.3% | +0.2% |
| 30D | +3.9% | +12.7% | -8.8% | +1.2% |
| 3M | -13.5% | +9.3% | -22.8% | -15.3% |
| 6M | -10.6% | +16.9% | -27.5% | -14.0% |
| YTD | -7.2% | +17.5% | -24.7% | -11.5% |
| 1Y | 0.0% | +34.6% | -34.7% | -7.1% |
| All | 0.0% | +34.3% | -34.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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