+549.1%
RTX vs AGNC
+622.7%
-73.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.5% | -4.7% | +3.1% | +0.2% |
| 30D | -11.0% | -5.7% | -5.3% | -9.1% |
| 3M | +7.7% | +1.9% | +5.8% | +6.6% |
| 6M | -3.9% | +1.8% | -5.7% | -5.0% |
| YTD | +9.0% | +3.4% | +5.5% | +7.0% |
| 1Y | +27.3% | +13.6% | +13.6% | +20.5% |
| 3Y | +172.9% | +60.4% | +112.5% | +121.8% |
| 5Y | +165.2% | +27.0% | +138.2% | +131.2% |
| 10Y | +284.2% | +83.1% | +201.1% | +183.7% |
| All | +549.1% | +622.7% | -73.6% | +131.4% |
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 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