+48.0%
BAX vs AGNC
+2.0%
+46.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +1.5% |
| 7D | +4.1% | +1.5% | +2.6% | +3.0% |
| 30D | +9.4% | +3.9% | +5.5% | +6.6% |
| 3M | -6.5% | -13.5% | +7.0% | +3.7% |
| 6M | +59.6% | -10.6% | +70.2% | +73.0% |
| YTD | +38.9% | -7.2% | +46.1% | +40.9% |
| 1Y | +48.0% | 0.0% | +48.0% | +38.7% |
| All | +48.0% | +2.0% | +46.0% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling