+631.2%
AGNC vs ROP
+590.4%
+40.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | -4.4% | -8.0% | +3.6% | -1.8% |
| 30D | -5.4% | -2.7% | -2.7% | -4.6% |
| 3M | +3.5% | +16.6% | -13.1% | -2.1% |
| 6M | +1.7% | +10.4% | -8.6% | -2.3% |
| YTD | +3.9% | -12.1% | +15.9% | +6.9% |
| 1Y | +13.8% | -23.6% | +37.5% | +22.7% |
| 3Y | +63.3% | -19.3% | +82.7% | +72.0% |
| 5Y | +27.5% | -15.4% | +42.8% | +31.0% |
| 10Y | +83.8% | +134.6% | -50.8% | +31.4% |
| All | +631.2% | +590.4% | +40.8% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling