+631.2%
AGNC vs BBWI
+183.3%
+447.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.8% |
| 7D | -4.4% | -8.0% | +3.6% | -3.0% |
| 30D | -5.4% | -6.6% | +1.2% | -4.5% |
| 3M | +3.5% | -2.7% | +6.2% | +3.3% |
| 6M | +1.7% | -12.8% | +14.5% | +2.9% |
| YTD | +3.9% | -10.5% | +14.3% | +4.0% |
| 1Y | +13.8% | -35.3% | +49.2% | +19.5% |
| 3Y | +63.3% | -47.7% | +111.1% | +72.3% |
| 5Y | +27.5% | -68.9% | +96.3% | +42.9% |
| 10Y | +83.8% | -58.0% | +141.8% | +72.4% |
| All | +631.2% | +183.3% | +447.9% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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