+33.0%
BLK vs AGNC
+26.7%
+6.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -3.3% | -4.7% | +1.4% | -0.8% |
| 30D | -6.5% | -5.7% | -0.9% | -3.6% |
| 3M | +6.7% | +1.9% | +4.9% | +5.6% |
| 6M | +14.7% | +1.8% | +12.9% | +13.5% |
| YTD | +2.5% | +3.4% | -0.9% | +0.4% |
| 1Y | -2.8% | +13.6% | -16.4% | -9.5% |
| 3Y | +65.9% | +60.4% | +5.5% | +28.7% |
| All | +33.0% | +26.7% | +6.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling