-1.2%
AGNC vs BDX
+56.8%
-58.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.2% |
| 7D | -0.1% | +7.7% | -7.8% | -2.4% |
| 30D | +2.8% | +18.4% | -15.7% | -2.2% |
| 3M | -14.2% | +25.9% | -40.1% | -19.8% |
| 6M | -11.7% | +50.0% | -61.7% | -21.7% |
| YTD | -7.7% | +42.7% | -50.4% | -15.8% |
| 1Y | -1.2% | +57.8% | -59.0% | -10.5% |
| All | -1.2% | +56.8% | -58.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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