+60.4%
AGNC vs BEN
+51.0%
+9.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -3.1% | -1.6% | -3.7% |
| 30D | -5.7% | +0.2% | -5.8% | -5.8% |
| 3M | +1.9% | +6.8% | -5.0% | -0.7% |
| 6M | +1.8% | +38.1% | -36.3% | -9.4% |
| YTD | +3.4% | +44.3% | -40.9% | -9.8% |
| 1Y | +13.6% | +42.6% | -29.0% | -0.7% |
| 3Y | +60.4% | +52.3% | +8.1% | +35.2% |
| All | +60.4% | +51.0% | +9.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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