+60.4%
AGNC vs BAH
-27.9%
+88.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.7% | +4.3% | -9.0% | -5.0% |
| 30D | -5.7% | -2.5% | -3.2% | -5.5% |
| 3M | +1.9% | -0.9% | +2.8% | +1.8% |
| 6M | +1.8% | +1.5% | +0.3% | +1.4% |
| YTD | +3.4% | -8.0% | +11.4% | +3.4% |
| 1Y | +13.6% | -24.7% | +38.3% | +15.8% |
| 3Y | +60.4% | -28.4% | +88.8% | +56.0% |
| All | +60.4% | -27.9% | +88.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling