+62.0%
BND vs AGNC
+622.7%
-560.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.0% | -4.7% | +3.7% | -0.8% |
| 30D | -1.1% | -5.7% | +4.6% | -0.9% |
| 3M | -1.9% | +1.9% | -3.7% | -2.0% |
| 6M | -1.6% | +1.8% | -3.4% | -1.8% |
| YTD | -1.2% | +3.4% | -4.7% | -1.5% |
| 1Y | -0.7% | +13.6% | -14.3% | -1.4% |
| 3Y | +12.5% | +60.4% | -47.9% | +9.9% |
| 5Y | -2.5% | +27.0% | -29.5% | -4.5% |
| 10Y | +14.9% | +83.1% | -68.2% | +11.0% |
| All | +62.0% | +622.7% | -560.7% | +56.9% |
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