+60.4%
AGNC vs BROS
+59.1%
+1.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -4.7% | -5.8% | +1.1% | -4.2% |
| 30D | -5.7% | -14.0% | +8.3% | -4.4% |
| 3M | +1.9% | -32.5% | +34.4% | +5.2% |
| 6M | +1.8% | -14.9% | +16.7% | +2.5% |
| YTD | +3.4% | -28.3% | +31.7% | +5.5% |
| 1Y | +13.6% | -34.0% | +47.6% | +16.5% |
| 3Y | +60.4% | +63.0% | -2.6% | +47.0% |
| All | +60.4% | +59.1% | +1.3% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling