+24.2%
AGNC vs RVMD
+622.3%
-598.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -3.0% | -1.7% | -4.3% |
| 30D | -5.7% | -0.7% | -4.9% | -5.6% |
| 3M | +1.9% | +36.5% | -34.7% | -2.1% |
| 6M | +1.8% | +104.6% | -102.8% | -8.0% |
| YTD | +3.4% | +155.8% | -152.4% | -10.0% |
| 1Y | +13.6% | +340.7% | -327.1% | -8.3% |
| 3Y | +60.4% | +519.9% | -459.6% | +19.0% |
| 5Y | +27.0% | +584.9% | -558.0% | -12.4% |
| All | +24.2% | +622.3% | -598.1% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling