+86.3%
RF vs AGNC
+26.7%
+59.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.0% | -4.7% | +3.7% | +1.5% |
| 30D | -3.7% | -5.7% | +2.0% | -0.8% |
| 3M | +5.3% | +1.9% | +3.5% | +4.1% |
| 6M | +17.2% | +1.8% | +15.4% | +15.6% |
| YTD | +14.5% | +3.4% | +11.0% | +11.6% |
| 1Y | +15.9% | +13.6% | +2.3% | +7.3% |
| 3Y | +91.2% | +60.4% | +30.8% | +46.7% |
| All | +86.3% | +26.7% | +59.6% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling