+26.4%
AGNC vs RVTY
-33.1%
+59.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.2% |
| 7D | -4.7% | -4.5% | -0.2% | -3.4% |
| 30D | -5.7% | +5.5% | -11.1% | -7.3% |
| 3M | +1.9% | +22.5% | -20.7% | -4.7% |
| 6M | +1.8% | +38.9% | -37.1% | -8.8% |
| YTD | +3.4% | +28.7% | -25.3% | -5.8% |
| 1Y | +13.6% | +45.5% | -31.9% | -1.3% |
| 3Y | +60.4% | +16.4% | +44.0% | +45.5% |
| All | +26.4% | -33.1% | +59.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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