+19.6%
AGNC vs ROP
-21.5%
+41.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.2% |
| 7D | -1.2% | -4.4% | +3.2% | -1.3% |
| 30D | +0.9% | +3.2% | -2.3% | +1.0% |
| 3M | +7.0% | +23.1% | -16.1% | +8.2% |
| 6M | +3.9% | +13.3% | -9.4% | +4.5% |
| YTD | +8.5% | -7.9% | +16.4% | +9.3% |
| 1Y | +19.6% | -22.1% | +41.6% | +21.1% |
| All | +19.6% | -21.5% | +41.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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