+232.9%
BA vs AGNC
+660.4%
-427.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +2.5% | +0.8% | +1.7% | +2.0% |
| 30D | -10.1% | -0.4% | -9.7% | -9.9% |
| 3M | -2.4% | +9.2% | -11.6% | -7.1% |
| 6M | -8.8% | +7.4% | -16.2% | -12.3% |
| YTD | -2.9% | +8.8% | -11.8% | -7.7% |
| 1Y | -8.8% | +18.3% | -27.0% | -17.2% |
| 3Y | -0.3% | +71.2% | -71.4% | -28.3% |
| 5Y | -0.3% | +34.8% | -35.1% | -19.2% |
| 10Y | +72.3% | +85.8% | -13.5% | +20.3% |
| All | +232.9% | +660.4% | -427.5% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling