+36.6%
BP vs AGNC
+2.0%
+34.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.1% | -3.3% |
| 7D | -8.4% | +1.5% | -9.9% | -8.0% |
| 30D | +2.2% | +3.9% | -1.7% | +3.1% |
| 3M | +8.8% | -13.5% | +22.3% | +5.2% |
| 6M | -0.5% | -10.6% | +10.1% | -3.1% |
| YTD | +36.2% | -7.2% | +43.4% | +32.9% |
| 1Y | +36.6% | 0.0% | +36.6% | +29.3% |
| All | +36.6% | +2.0% | +34.6% | +29.3% |
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 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