+628.3%
AGNC vs BR
+1,050.9%
-422.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -3.0% | -1.7% | -3.7% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | +1.9% | +17.3% | -15.4% | -3.9% |
| 6M | +1.8% | -6.7% | +8.5% | +3.3% |
| YTD | +3.4% | -23.4% | +26.9% | +11.8% |
| 1Y | +13.6% | -32.7% | +46.3% | +28.3% |
| 3Y | +60.4% | -5.9% | +66.3% | +60.2% |
| 5Y | +27.0% | +8.4% | +18.5% | +19.5% |
| 10Y | +83.1% | +189.2% | -106.1% | +19.5% |
| All | +628.3% | +1,050.9% | -422.6% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling