+26.4%
AGNC vs BN
+33.2%
-6.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.7% | -5.2% | +0.5% | -2.3% |
| 30D | -5.7% | -14.5% | +8.8% | +1.3% |
| 3M | +1.9% | -15.0% | +16.9% | +9.7% |
| 6M | +1.8% | -5.4% | +7.2% | +3.9% |
| YTD | +3.4% | -16.4% | +19.9% | +11.2% |
| 1Y | +13.6% | -16.2% | +29.9% | +21.3% |
| 3Y | +60.4% | +67.5% | -7.2% | +14.4% |
| All | +26.4% | +33.2% | -6.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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