+631.2%
AGNC vs BB
-94.6%
+725.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.8% |
| 7D | -4.4% | -2.1% | -2.3% | -4.2% |
| 30D | -5.4% | -16.0% | +10.6% | -3.9% |
| 3M | +3.5% | -14.5% | +18.0% | +4.3% |
| 6M | +1.7% | +118.6% | -116.8% | -7.1% |
| YTD | +3.9% | +98.9% | -95.1% | -4.4% |
| 1Y | +13.8% | +99.5% | -85.6% | +4.3% |
| 3Y | +63.3% | +65.4% | -2.0% | +47.9% |
| 5Y | +27.5% | -27.6% | +55.1% | +21.8% |
| 10Y | +83.8% | -0.4% | +84.2% | +52.1% |
| All | +631.2% | -94.6% | +725.8% | +729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling