+136.2%
BP vs AGNC
+26.7%
+109.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.2% | -4.7% | +9.9% | +6.4% |
| 30D | +8.7% | -5.7% | +14.4% | +10.2% |
| 3M | +9.3% | +1.9% | +7.5% | +8.3% |
| 6M | +13.6% | +1.8% | +11.8% | +12.1% |
| YTD | +37.7% | +3.4% | +34.2% | +35.1% |
| 1Y | +40.6% | +13.6% | +27.0% | +34.0% |
| 3Y | +40.3% | +60.4% | -20.0% | +20.7% |
| All | +136.2% | +26.7% | +109.5% | +150.4% |
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