+628.3%
AGNC vs BRKR
+349.1%
+279.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -4.7% | -8.7% | +4.0% | -3.3% |
| 30D | -5.7% | -9.9% | +4.2% | -4.2% |
| 3M | +1.9% | -3.1% | +4.9% | +1.4% |
| 6M | +1.8% | +45.5% | -43.7% | -6.0% |
| YTD | +3.4% | +13.7% | -10.2% | -0.9% |
| 1Y | +13.6% | +67.4% | -53.8% | +1.4% |
| 3Y | +60.4% | -13.2% | +73.6% | +55.7% |
| 5Y | +27.0% | -39.5% | +66.5% | +29.0% |
| 10Y | +83.1% | +153.5% | -70.4% | +46.3% |
| All | +628.3% | +349.1% | +279.2% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling