+209.9%
BKNG vs AGNC
+84.4%
+125.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.9% |
| 7D | -10.7% | -4.4% | -6.3% | -8.8% |
| 30D | -18.1% | -5.4% | -12.7% | -16.0% |
| 3M | +8.5% | +3.5% | +5.1% | +7.0% |
| 6M | -0.1% | +1.7% | -1.8% | -0.9% |
| YTD | -18.2% | +3.9% | -22.1% | -19.9% |
| 1Y | -19.9% | +13.8% | -33.7% | -24.8% |
| 3Y | +41.6% | +63.3% | -21.7% | +10.2% |
| 5Y | +93.1% | +27.5% | +65.6% | +69.2% |
| All | +209.9% | +84.4% | +125.5% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling