+141.7%
RF vs AGNC
+660.4%
-518.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | +2.7% | +0.8% | +1.9% | +2.1% |
| 30D | -3.4% | -0.4% | -3.0% | -3.2% |
| 3M | +6.4% | +9.2% | -2.8% | -0.2% |
| 6M | +13.4% | +7.4% | +6.0% | +7.2% |
| YTD | +14.2% | +8.8% | +5.4% | +6.7% |
| 1Y | +15.7% | +18.3% | -2.6% | +1.9% |
| 3Y | +91.3% | +71.2% | +20.2% | +28.4% |
| 5Y | +89.8% | +34.8% | +55.0% | +46.1% |
| 10Y | +336.7% | +85.8% | +250.9% | +161.0% |
| All | +141.7% | +660.4% | -518.7% | -68.6% |
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