+631.2%
AGNC vs BEN
+92.5%
+538.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.6% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | -5.4% | +0.9% | -6.3% | -5.7% |
| 3M | +3.5% | +9.2% | -5.7% | +0.4% |
| 6M | +1.7% | +36.8% | -35.1% | -8.4% |
| YTD | +3.9% | +44.4% | -40.5% | -8.4% |
| 1Y | +13.8% | +45.8% | -32.0% | -0.2% |
| 3Y | +63.3% | +52.5% | +10.8% | +38.7% |
| 5Y | +27.5% | +37.7% | -10.2% | +9.9% |
| 10Y | +83.8% | +55.4% | +28.4% | +42.2% |
| All | +631.2% | +92.5% | +538.6% | +353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling