+14.7%
RTX vs AGNC
+2.0%
+12.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -3.5% |
| 7D | +1.3% | +1.5% | -0.2% | +1.0% |
| 30D | +7.6% | +3.9% | +3.7% | +6.6% |
| 3M | -8.6% | -13.5% | +4.8% | -5.3% |
| 6M | +15.6% | -10.6% | +26.2% | +18.3% |
| YTD | +9.4% | -7.2% | +16.6% | +10.8% |
| 1Y | +14.7% | 0.0% | +14.7% | +14.7% |
| All | +14.7% | +2.0% | +12.7% | +14.7% |
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 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