+631.2%
AGNC vs BWA
+237.5%
+393.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -5.4% | -5.5% | +0.1% | -4.2% |
| 3M | +3.5% | -7.6% | +11.1% | +5.1% |
| 6M | +1.7% | +25.0% | -23.2% | -4.5% |
| YTD | +3.9% | +47.0% | -43.1% | -7.1% |
| 1Y | +13.8% | +54.0% | -40.2% | +0.3% |
| 3Y | +63.3% | +70.7% | -7.4% | +37.7% |
| 5Y | +27.5% | +86.7% | -59.2% | +3.7% |
| 10Y | +83.8% | +154.0% | -70.1% | +31.7% |
| All | +631.2% | +237.5% | +393.7% | +362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling