-1.2%
AGNC vs RVMD
+203.5%
-204.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.0% | +10.5% | -0.1% |
| 7D | -0.1% | -6.6% | +6.5% | +0.2% |
| 30D | +2.8% | -11.1% | +13.9% | +3.2% |
| 3M | -14.2% | -10.0% | -4.2% | -13.9% |
| 6M | -11.7% | +20.7% | -32.4% | -12.5% |
| YTD | -7.7% | +123.0% | -130.8% | -9.1% |
| 1Y | -1.2% | +199.4% | -200.6% | -2.9% |
| All | -1.2% | +203.5% | -204.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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