+628.3%
AGNC vs BDX
+270.4%
+357.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -4.7% | -3.2% | -1.5% | -3.7% |
| 30D | -5.7% | -2.5% | -3.1% | -5.0% |
| 3M | +1.9% | +21.4% | -19.6% | -4.4% |
| 6M | +1.8% | +10.4% | -8.6% | -1.7% |
| YTD | +3.4% | +18.8% | -15.4% | -2.6% |
| 1Y | +13.6% | +21.7% | -8.1% | +6.0% |
| 3Y | +60.4% | -10.0% | +70.3% | +62.2% |
| 5Y | +27.0% | -1.8% | +28.8% | +24.2% |
| 10Y | +83.1% | +58.8% | +24.3% | +45.9% |
| All | +628.3% | +270.4% | +357.9% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling