+59.4%
RBLX vs AGNC
+62.2%
-2.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.1% | -4.7% | +9.8% | +6.7% |
| 30D | +28.0% | -5.7% | +33.7% | +30.5% |
| 3M | +4.6% | +1.9% | +2.8% | +4.5% |
| 6M | -24.7% | +1.8% | -26.5% | -25.0% |
| YTD | -43.8% | +3.4% | -47.3% | -44.1% |
| 1Y | -65.8% | +13.6% | -79.4% | -66.7% |
| 3Y | +59.4% | +60.4% | -1.0% | +34.1% |
| All | +59.4% | +62.2% | -2.8% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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