+23.4%
AGNC vs BIYA
-99.8%
+123.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -4.7% | -1.8% | -2.9% | -4.7% |
| 30D | -5.7% | -17.5% | +11.8% | -5.5% |
| 3M | +1.9% | -78.0% | +79.9% | +2.4% |
| 6M | +1.8% | -89.5% | +91.3% | +2.4% |
| YTD | +3.4% | -94.3% | +97.7% | +4.7% |
| 1Y | +13.6% | -98.6% | +112.2% | +18.0% |
| All | +23.4% | -99.8% | +123.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 5y: compounded portfolio wealth divided by compounded BIYA 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…
5y analysis · Full analysis span regression · 6 months rolling