+413.4%
AGNC vs BUD
+192.2%
+221.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -1.2% | -6.1% | +4.9% | +0.5% |
| 3M | +5.4% | -3.8% | +9.1% | +6.3% |
| 6M | +6.7% | +8.2% | -1.5% | +4.0% |
| YTD | +7.1% | +23.6% | -16.5% | +0.5% |
| 1Y | +16.3% | +33.4% | -17.2% | +6.6% |
| 3Y | +68.5% | +45.3% | +23.1% | +49.2% |
| 5Y | +31.4% | +44.3% | -12.9% | +15.1% |
| 10Y | +89.6% | -22.8% | +112.4% | +76.1% |
| All | +413.4% | +192.2% | +221.2% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling