+26.4%
AGNC vs BR
+8.0%
+18.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -3.0% | -1.7% | -3.6% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | +1.9% | +17.3% | -15.4% | -4.9% |
| 6M | +1.8% | -6.7% | +8.5% | +4.1% |
| YTD | +3.4% | -23.4% | +26.9% | +15.2% |
| 1Y | +13.6% | -32.7% | +46.3% | +34.6% |
| 3Y | +60.4% | -5.9% | +66.3% | +57.5% |
| All | +26.4% | +8.0% | +18.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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