+74.7%
AGNC vs BAM
+66.1%
+8.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -4.4% | -6.1% | +1.7% | -2.4% |
| 30D | -5.4% | -13.8% | +8.5% | -0.6% |
| 3M | +3.5% | +4.4% | -0.9% | +1.6% |
| 6M | +1.7% | +6.4% | -4.7% | -0.9% |
| YTD | +3.9% | -7.1% | +10.9% | +5.3% |
| 1Y | +13.8% | -11.8% | +25.6% | +16.9% |
| 3Y | +63.3% | +50.2% | +13.2% | +27.1% |
| All | +74.7% | +66.1% | +8.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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