+3.0%
BAX vs AGNC
+625.5%
-622.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | 0.0% |
| 7D | -5.4% | -4.4% | -1.0% | -4.3% |
| 30D | -12.4% | -5.4% | -7.0% | -11.1% |
| 3M | +19.1% | +3.5% | +15.6% | +18.1% |
| 6M | +38.6% | +1.7% | +36.9% | +38.2% |
| YTD | +26.7% | +3.9% | +22.9% | +25.6% |
| 1Y | +1.0% | +13.8% | -12.8% | -2.2% |
| 3Y | -33.9% | +63.3% | -97.2% | -41.5% |
| 5Y | -67.0% | +27.5% | -94.5% | -69.6% |
| 10Y | -37.5% | +83.8% | -121.3% | -47.8% |
| All | +3.0% | +625.5% | -622.5% | -39.4% |
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