+470.1%
BMY vs AGNC
+622.7%
-152.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.8% | -4.7% | -0.1% | -3.8% |
| 30D | -0.1% | -5.7% | +5.6% | +1.1% |
| 3M | +13.1% | +1.9% | +11.2% | +12.6% |
| 6M | +8.4% | +1.8% | +6.6% | +7.8% |
| YTD | +22.0% | +3.4% | +18.5% | +20.8% |
| 1Y | +40.3% | +13.6% | +26.7% | +36.1% |
| 3Y | +20.5% | +60.4% | -39.8% | +8.1% |
| 5Y | +23.7% | +27.0% | -3.3% | +14.9% |
| 10Y | +62.6% | +83.1% | -20.5% | +35.5% |
| All | +470.1% | +622.7% | -152.6% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling