0.0%
AGNC vs RSG
+19.1%
-19.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.9% |
| 7D | +1.5% | +5.1% | -3.7% | +1.3% |
| 30D | +3.9% | +15.3% | -11.4% | +3.6% |
| 3M | -13.5% | +18.2% | -31.6% | -13.6% |
| 6M | -10.6% | +19.2% | -29.8% | -10.7% |
| YTD | -7.2% | +16.8% | -24.0% | -7.9% |
| 1Y | 0.0% | +19.2% | -19.2% | -0.8% |
| All | 0.0% | +19.1% | -19.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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