+17.9%
AGNC vs BRKR
+90.6%
-72.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | +0.9% | +11.5% | -10.6% | -0.3% |
| 3M | +7.0% | -2.4% | +9.3% | +6.5% |
| 6M | +3.9% | +52.3% | -48.4% | -3.1% |
| YTD | +8.5% | +24.5% | -15.9% | +2.5% |
| All | +17.9% | +90.6% | -72.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling