+26.4%
AGNC vs RL
+232.4%
-206.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.7% | -3.4% | -1.2% | -3.8% |
| 30D | -5.7% | -14.4% | +8.8% | -1.8% |
| 3M | +1.9% | -13.6% | +15.4% | +5.5% |
| 6M | +1.8% | +0.6% | +1.2% | +0.8% |
| YTD | +3.4% | -3.6% | +7.1% | +3.3% |
| 1Y | +13.6% | +8.3% | +5.3% | +9.6% |
| 3Y | +60.4% | +204.8% | -144.4% | +10.2% |
| All | +26.4% | +232.4% | -206.0% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling