+680.6%
BLK vs AGNC
+622.7%
+57.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -3.3% | -4.7% | +1.4% | -0.9% |
| 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% | +27.5% |
| 5Y | +33.0% | +27.0% | +6.0% | +13.3% |
| 10Y | +281.2% | +83.1% | +198.1% | +154.7% |
| All | +680.6% | +622.7% | +57.9% | +70.3% |
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