+46.4%
AGNC vs ROIV
+295.0%
-248.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +18.8% | -18.5% | -1.2% |
| 7D | +0.8% | +20.2% | -19.4% | -0.8% |
| 30D | -0.4% | +14.1% | -14.5% | -1.6% |
| 3M | +9.2% | +45.6% | -36.4% | +5.8% |
| 6M | +7.4% | +44.1% | -36.7% | +4.0% |
| YTD | +8.8% | +91.2% | -82.3% | +2.9% |
| 1Y | +18.3% | +221.3% | -203.0% | +7.1% |
| 3Y | +71.2% | +229.2% | -158.0% | +53.0% |
| 5Y | +34.8% | +316.5% | -281.7% | +13.0% |
| All | +46.4% | +295.0% | -248.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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