+67.1%
AGNC vs BURL
+95.8%
-28.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.0% |
| 7D | +2.8% | +7.7% | -4.9% | +1.6% |
| 30D | +4.4% | -7.1% | +11.5% | +5.5% |
| 3M | -14.5% | -30.3% | +15.8% | -10.0% |
| 6M | -11.7% | -15.5% | +3.8% | -10.1% |
| YTD | -6.6% | -11.0% | +4.4% | -5.6% |
| 1Y | -0.9% | -8.4% | +7.5% | -0.6% |
| 3Y | +67.1% | +96.7% | -29.6% | +53.1% |
| All | +67.1% | +95.8% | -28.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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