+39.7%
RIG vs AGNC
+2.0%
+37.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.0% | -11.6% | -7.0% |
| 7D | -18.8% | +1.5% | -20.3% | -18.4% |
| 30D | -1.1% | +3.9% | -5.0% | -0.5% |
| 3M | +4.4% | -13.5% | +17.9% | +4.6% |
| 6M | -20.8% | -10.6% | -10.2% | -20.9% |
| YTD | +32.0% | -7.2% | +39.2% | +27.5% |
| 1Y | +39.7% | 0.0% | +39.8% | +24.3% |
| All | +39.7% | +2.0% | +37.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling