+19.6%
AGNC vs BROS
-35.3%
+54.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -1.2% | -6.7% | +5.5% | -0.5% |
| 30D | +0.9% | -29.1% | +30.0% | +4.3% |
| 3M | +7.0% | -16.7% | +23.7% | +8.0% |
| 6M | +3.9% | -11.6% | +15.5% | +3.5% |
| YTD | +8.5% | -23.9% | +32.5% | +9.2% |
| 1Y | +19.6% | -34.8% | +54.3% | +19.8% |
| All | +19.6% | -35.3% | +54.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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