+132.0%
RF vs AGNC
+501.6%
-369.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | +1.9% | -6.3% | +8.2% | +6.4% |
| 30D | +7.3% | -3.1% | +10.4% | +9.4% |
| 3M | -7.9% | -22.1% | +14.1% | +8.4% |
| 6M | +10.5% | -16.9% | +27.4% | +24.2% |
| YTD | +9.6% | -13.9% | +23.5% | +19.4% |
| 1Y | +20.3% | -6.9% | +27.2% | +24.1% |
| 3Y | +119.5% | +50.9% | +68.7% | +60.9% |
| 5Y | +48.2% | +3.9% | +44.3% | +35.6% |
| 10Y | +234.3% | +47.4% | +186.8% | +133.4% |
| All | +132.0% | +501.6% | -369.6% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling