+114.6%
ROST vs AGNC
+26.7%
+88.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +0.2% | -4.7% | +4.9% | +1.9% |
| 30D | -6.9% | -5.7% | -1.2% | -5.0% |
| 3M | -3.3% | +1.9% | -5.2% | -4.2% |
| 6M | +9.0% | +1.8% | +7.2% | +7.9% |
| YTD | +28.9% | +3.4% | +25.4% | +26.4% |
| 1Y | +54.0% | +13.6% | +40.4% | +45.9% |
| 3Y | +100.7% | +60.4% | +40.4% | +66.2% |
| All | +114.6% | +26.7% | +88.0% | +114.4% |
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