-40.8%
BMNR vs AGNC
+22.6%
-63.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.9% | -1.2% | +6.1% | +6.4% |
| 30D | +35.5% | +0.9% | +34.6% | +34.4% |
| 3M | +39.6% | +7.0% | +32.6% | +28.4% |
| 6M | +18.2% | +3.9% | +14.3% | +11.9% |
| YTD | -8.0% | +8.5% | -16.6% | -13.6% |
| 1Y | -40.8% | +19.6% | -60.4% | -47.0% |
| All | -40.8% | +22.6% | -63.4% | -47.0% |
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 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