-1.2%
AGNC vs BG
+8.8%
-10.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.6% |
| 7D | -0.1% | +2.6% | -2.7% | -0.2% |
| 30D | +2.8% | -8.2% | +10.9% | +2.9% |
| 3M | -14.2% | -7.0% | -7.2% | -14.2% |
| 6M | -11.7% | -23.5% | +11.8% | -10.7% |
| YTD | -7.7% | +12.6% | -20.3% | -14.1% |
| 1Y | -1.2% | +5.8% | -6.9% | -7.1% |
| All | -1.2% | +8.8% | -10.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling