+26.4%
AGNC vs RVMD
+576.1%
-549.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -3.0% | -1.7% | -4.4% |
| 30D | -5.7% | -0.7% | -4.9% | -5.6% |
| 3M | +1.9% | +36.5% | -34.7% | -1.5% |
| 6M | +1.8% | +104.6% | -102.8% | -6.6% |
| YTD | +3.4% | +155.8% | -152.4% | -8.1% |
| 1Y | +13.6% | +340.7% | -327.1% | -5.7% |
| 3Y | +60.4% | +519.9% | -459.6% | +23.9% |
| All | +26.4% | +576.1% | -549.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling