+134.9%
AGNC vs BURL
+1,051.1%
-916.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | -1.2% | -2.8% | +1.6% | -0.8% |
| 30D | +0.9% | -28.2% | +29.1% | +6.1% |
| 3M | +7.0% | -17.6% | +24.6% | +10.0% |
| 6M | +3.9% | -11.8% | +15.7% | +5.4% |
| YTD | +8.5% | -8.1% | +16.7% | +9.3% |
| 1Y | +19.6% | -12.0% | +31.5% | +20.6% |
| 3Y | +66.1% | +63.3% | +2.8% | +49.1% |
| 5Y | +31.8% | -10.8% | +42.6% | +24.8% |
| 10Y | +87.0% | +215.9% | -128.9% | +59.3% |
| All | +134.9% | +1,051.1% | -916.2% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling