+631.2%
AGNC vs RVTY
+378.7%
+252.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.4% |
| 7D | -4.4% | -7.4% | +3.0% | -2.5% |
| 30D | -5.4% | +4.5% | -9.9% | -6.6% |
| 3M | +3.5% | +19.5% | -16.0% | -1.6% |
| 6M | +1.7% | +34.1% | -32.4% | -6.6% |
| YTD | +3.9% | +25.3% | -21.4% | -3.4% |
| 1Y | +13.8% | +47.0% | -33.2% | +1.0% |
| 3Y | +63.3% | +14.1% | +49.2% | +51.8% |
| 5Y | +27.5% | -34.6% | +62.0% | +34.0% |
| 10Y | +83.8% | +136.0% | -52.1% | +34.1% |
| All | +631.2% | +378.7% | +252.5% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling