+81.0%
BSX vs AGNC
+83.7%
-2.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.1% | -4.7% | -5.4% | -8.7% |
| 30D | -16.4% | -5.7% | -10.7% | -14.9% |
| 3M | -8.9% | +1.9% | -10.7% | -9.5% |
| 6M | -38.3% | +1.8% | -40.1% | -38.9% |
| YTD | -54.9% | +3.4% | -58.4% | -55.7% |
| 1Y | -58.8% | +13.6% | -72.4% | -60.8% |
| 3Y | -21.2% | +60.4% | -81.6% | -34.0% |
| 5Y | -3.3% | +27.0% | -30.3% | -12.7% |
| All | +81.0% | +83.7% | -2.7% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling