+628.3%
AGNC vs BRO
+737.7%
-109.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.7% | -7.3% | +2.6% | -2.0% |
| 30D | -5.7% | -6.9% | +1.2% | -3.3% |
| 3M | +1.9% | +10.7% | -8.8% | -2.6% |
| 6M | +1.8% | -2.7% | +4.5% | +1.6% |
| YTD | +3.4% | -16.3% | +19.8% | +8.9% |
| 1Y | +13.6% | -29.1% | +42.7% | +27.2% |
| 3Y | +60.4% | -7.8% | +68.2% | +58.2% |
| 5Y | +27.0% | +18.7% | +8.2% | +10.0% |
| 10Y | +83.1% | +291.9% | -208.8% | -3.7% |
| All | +628.3% | +737.7% | -109.4% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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