+60.4%
AGNC vs BNS
+130.5%
-70.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -5.7% | +3.5% | -9.1% | -7.7% |
| 3M | +1.9% | +14.1% | -12.2% | -6.3% |
| 6M | +1.8% | +33.8% | -32.0% | -15.4% |
| YTD | +3.4% | +29.5% | -26.0% | -12.4% |
| 1Y | +13.6% | +48.4% | -34.8% | -12.0% |
| 3Y | +60.4% | +129.6% | -69.2% | -11.6% |
| All | +60.4% | +130.5% | -70.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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