+26.4%
AGNC vs BB
-26.5%
+52.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -5.7% | -12.5% | +6.9% | -4.3% |
| 3M | +1.9% | -17.4% | +19.3% | +3.3% |
| 6M | +1.8% | +119.1% | -117.3% | -10.2% |
| YTD | +3.4% | +102.4% | -98.9% | -7.9% |
| 1Y | +13.6% | +98.2% | -84.6% | +0.7% |
| 3Y | +60.4% | +46.9% | +13.4% | +43.4% |
| All | +26.4% | -26.5% | +52.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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