+406.7%
BNY vs AGNC
+83.7%
+323.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.3% | -4.7% | +3.4% | +0.6% |
| 30D | -0.2% | -5.7% | +5.5% | +2.2% |
| 3M | +14.9% | +1.9% | +13.1% | +13.8% |
| 6M | +40.0% | +1.8% | +38.2% | +38.3% |
| YTD | +42.0% | +3.4% | +38.5% | +38.9% |
| 1Y | +56.9% | +13.6% | +43.2% | +47.2% |
| 3Y | +289.9% | +60.4% | +229.5% | +212.5% |
| 5Y | +259.2% | +27.0% | +232.2% | +214.8% |
| All | +406.7% | +83.7% | +323.0% | +319.1% |
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