-2.6%
BA vs AGNC
+26.8%
-29.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | +0.7% |
| 7D | -2.7% | -4.4% | +1.7% | -0.6% |
| 30D | -12.2% | -5.4% | -6.8% | -9.9% |
| 3M | -2.0% | +3.5% | -5.5% | -3.5% |
| 6M | -6.0% | +1.7% | -7.7% | -6.6% |
| YTD | -5.7% | +3.9% | -9.5% | -7.6% |
| 1Y | -10.0% | +13.8% | -23.8% | -15.5% |
| 3Y | -3.1% | +63.3% | -66.4% | -24.1% |
| 5Y | -2.6% | +27.5% | -30.1% | +2.6% |
| All | -2.6% | +26.8% | -29.5% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling