+26.4%
AGNC vs BUD
+44.8%
-18.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.7% | -2.6% | -2.1% | -3.8% |
| 30D | -5.7% | -1.2% | -4.5% | -5.3% |
| 3M | +1.9% | -4.9% | +6.8% | +3.4% |
| 6M | +1.8% | +9.3% | -7.5% | -1.7% |
| YTD | +3.4% | +24.0% | -20.5% | -4.5% |
| 1Y | +13.6% | +34.5% | -20.9% | +1.8% |
| 3Y | +60.4% | +43.7% | +16.7% | +37.4% |
| All | +26.4% | +44.8% | -18.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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