+61.0%
AGNC vs RY
+154.7%
-93.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.4% | -2.9% | -1.5% | -2.7% |
| 30D | -5.4% | -2.0% | -3.4% | -4.3% |
| 3M | +3.5% | +4.9% | -1.4% | +0.2% |
| 6M | +1.7% | +26.1% | -24.4% | -12.5% |
| YTD | +3.9% | +22.4% | -18.5% | -9.2% |
| 1Y | +13.8% | +44.7% | -30.9% | -10.9% |
| All | +61.0% | +154.7% | -93.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling