+654.1%
AGNC vs RL
+598.2%
+56.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -0.8% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | -1.2% | -17.5% | +16.3% | +3.3% |
| 3M | +5.4% | -14.0% | +19.4% | +8.9% |
| 6M | +6.7% | -2.0% | +8.7% | +6.4% |
| YTD | +7.1% | -4.6% | +11.7% | +7.3% |
| 1Y | +16.3% | +9.5% | +6.8% | +12.4% |
| 3Y | +68.5% | +200.5% | -132.0% | +24.4% |
| 5Y | +31.4% | +226.3% | -194.9% | -7.2% |
| 10Y | +89.6% | +304.8% | -215.2% | +18.2% |
| All | +654.1% | +598.2% | +56.0% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling