+654.1%
AGNC vs RY
+727.4%
-73.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -1.2% | -1.9% | +0.7% | -0.5% |
| 3M | +5.4% | +5.1% | +0.2% | +3.0% |
| 6M | +6.7% | +28.2% | -21.5% | -4.4% |
| YTD | +7.1% | +22.9% | -15.8% | -2.3% |
| 1Y | +16.3% | +45.5% | -29.2% | -1.6% |
| 3Y | +68.5% | +156.7% | -88.2% | +11.1% |
| 5Y | +31.4% | +137.7% | -106.3% | -10.6% |
| 10Y | +89.6% | +375.5% | -285.9% | -2.3% |
| All | +654.1% | +727.4% | -73.3% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling