+360.5%
BE vs AGNC
+22.6%
+338.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +20.0% | -1.2% | +21.2% | +21.0% |
| 30D | +7.9% | +0.9% | +7.0% | +7.1% |
| 3M | -13.2% | +7.0% | -20.2% | -19.6% |
| 6M | +53.5% | +3.9% | +49.6% | +45.2% |
| YTD | +191.0% | +8.5% | +182.5% | +171.0% |
| 1Y | +360.5% | +19.6% | +341.0% | +338.4% |
| All | +360.5% | +22.6% | +338.0% | +338.4% |
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 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