+1.7%
AGNC vs BROS
-17.1%
+18.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -2.6% |
| 7D | -4.4% | -6.1% | +1.6% | -3.6% |
| 30D | -5.4% | -12.4% | +7.0% | -3.8% |
| 3M | +3.5% | -27.9% | +31.4% | +6.3% |
| 6M | +1.7% | -16.8% | +18.5% | -1.1% |
| All | +1.7% | -17.1% | +18.8% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling