+138.6%
BAC vs AGNC
+625.5%
-486.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +1.8% |
| 7D | -0.3% | -4.4% | +4.2% | +2.7% |
| 30D | -1.8% | -5.4% | +3.6% | +1.7% |
| 3M | +15.3% | +3.5% | +11.8% | +12.3% |
| 6M | +30.2% | +1.7% | +28.4% | +27.7% |
| YTD | +15.6% | +3.9% | +11.7% | +11.4% |
| 1Y | +27.5% | +13.8% | +13.6% | +15.3% |
| 3Y | +137.0% | +63.3% | +73.7% | +64.0% |
| 5Y | +75.6% | +27.5% | +48.1% | +39.1% |
| 10Y | +396.9% | +83.8% | +313.1% | +175.4% |
| All | +138.6% | +625.5% | -486.9% | -77.4% |
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