+80.6%
AGNC vs BAH
+207.9%
-127.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.7% | +4.3% | -9.0% | -5.3% |
| 30D | -5.7% | -2.5% | -3.2% | -5.4% |
| 3M | +1.9% | -0.9% | +2.8% | +1.7% |
| 6M | +1.8% | +1.5% | +0.3% | +0.9% |
| YTD | +3.4% | -8.0% | +11.4% | +3.5% |
| 1Y | +13.6% | -24.7% | +38.3% | +17.5% |
| 3Y | +60.4% | -28.4% | +88.8% | +62.6% |
| 5Y | +27.0% | +2.8% | +24.2% | +18.0% |
| All | +80.6% | +207.9% | -127.3% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling