+102.2%
AGNC vs BURL
+1,015.7%
-913.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 6M | -11.7% | -15.5% | +3.8% | -10.0% |
| YTD | -6.6% | -11.0% | +4.4% | -5.7% |
| 1Y | -0.9% | -8.4% | +7.5% | -0.7% |
| 3Y | +67.1% | +96.7% | -29.6% | +45.7% |
| 5Y | +12.6% | -14.1% | +26.6% | +7.1% |
| 10Y | +57.6% | +255.1% | -197.4% | +34.3% |
| All | +102.2% | +1,015.7% | -913.5% | +83.4% |
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