+60.4%
AGNC vs BWA
+70.7%
-10.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | -5.7% | -2.9% | -2.7% | -5.2% |
| 3M | +1.9% | -10.7% | +12.6% | +4.0% |
| 6M | +1.8% | +26.5% | -24.7% | -4.2% |
| YTD | +3.4% | +49.1% | -45.7% | -7.4% |
| 1Y | +13.6% | +52.1% | -38.4% | +1.0% |
| 3Y | +60.4% | +72.6% | -12.2% | +30.5% |
| All | +60.4% | +70.7% | -10.3% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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