+68.2%
BP vs AGNC
+625.5%
-557.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +2.0% |
| 7D | +5.7% | -4.4% | +10.1% | +7.5% |
| 30D | +8.1% | -5.4% | +13.5% | +10.2% |
| 3M | +8.6% | +3.5% | +5.1% | +6.7% |
| 6M | +18.1% | +1.7% | +16.4% | +16.0% |
| YTD | +37.6% | +3.9% | +33.8% | +33.9% |
| 1Y | +39.4% | +13.8% | +25.6% | +30.6% |
| 3Y | +40.1% | +63.3% | -23.3% | +11.9% |
| 5Y | +141.3% | +27.5% | +113.8% | +109.4% |
| 10Y | +136.0% | +83.8% | +52.1% | +73.9% |
| All | +68.2% | +625.5% | -557.3% | -37.9% |
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