+20.5%
BMY vs AGNC
+62.2%
-41.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.8% | -4.7% | -0.1% | -3.6% |
| 30D | -0.1% | -5.7% | +5.6% | +1.4% |
| 3M | +13.1% | +1.9% | +11.2% | +12.5% |
| 6M | +8.4% | +1.8% | +6.6% | +7.7% |
| YTD | +22.0% | +3.4% | +18.5% | +20.5% |
| 1Y | +40.3% | +13.6% | +26.7% | +35.3% |
| 3Y | +20.5% | +60.4% | -39.8% | +10.6% |
| All | +20.5% | +62.2% | -41.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling