+791.7%
RIOT vs AGNC
+99.3%
+692.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -1.5% | -4.7% | +3.2% | +2.5% |
| 30D | +5.7% | -5.7% | +11.3% | +10.9% |
| 3M | -17.9% | +1.9% | -19.7% | -19.5% |
| 6M | +45.0% | +1.8% | +43.2% | +43.3% |
| YTD | +69.5% | +3.4% | +66.0% | +67.0% |
| 1Y | +37.2% | +13.6% | +23.6% | +25.1% |
| 3Y | +111.7% | +60.4% | +51.4% | +49.0% |
| 5Y | -27.5% | +27.0% | -54.5% | -38.3% |
| 10Y | +511.1% | +83.1% | +428.0% | +425.4% |
| All | +791.7% | +99.3% | +692.4% | +693.7% |
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 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