+85.7%
AGNC vs BURL
+992.7%
-907.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | -7.0% | +0.4% | -7.5% | -7.1% |
| 30D | -3.5% | -4.3% | +0.9% | -2.9% |
| 3M | -21.8% | -28.8% | +7.0% | -17.8% |
| 6M | -18.0% | -12.8% | -5.2% | -16.8% |
| YTD | -14.2% | -12.8% | -1.4% | -13.1% |
| 1Y | -7.8% | -12.3% | +4.5% | -6.9% |
| 3Y | +51.0% | +92.7% | -41.7% | +32.2% |
| 5Y | +3.6% | -6.5% | +10.1% | -2.5% |
| 10Y | +46.9% | +245.7% | -198.8% | +25.6% |
| All | +85.7% | +992.7% | -907.0% | +69.0% |
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