+75.8%
BA vs AGNC
+83.7%
-7.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | -0.8% | -4.7% | +3.8% | +2.7% |
| 30D | -9.0% | -5.7% | -3.3% | -5.0% |
| 3M | -5.0% | +1.9% | -6.9% | -6.5% |
| 6M | -1.7% | +1.8% | -3.5% | -3.1% |
| YTD | -3.1% | +3.4% | -6.5% | -6.2% |
| 1Y | -4.3% | +13.6% | -17.9% | -13.8% |
| 3Y | -0.3% | +60.4% | -60.6% | -33.9% |
| 5Y | +0.1% | +27.0% | -26.9% | -19.1% |
| All | +75.8% | +83.7% | -7.9% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 10y: compounded portfolio wealth divided by compounded AGNC 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…
10y analysis · Full analysis span regression · 6 months rolling