+91.2%
RF vs AGNC
+62.2%
+29.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.0% | -4.7% | +3.7% | +1.7% |
| 30D | -3.7% | -5.7% | +2.0% | -0.6% |
| 3M | +5.3% | +1.9% | +3.5% | +3.9% |
| 6M | +17.2% | +1.8% | +15.4% | +15.4% |
| YTD | +14.5% | +3.4% | +11.0% | +11.1% |
| 1Y | +15.9% | +13.6% | +2.3% | +6.1% |
| 3Y | +91.2% | +60.4% | +30.8% | +39.2% |
| All | +91.2% | +62.2% | +29.0% | +39.2% |
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