+220.0%
BSX vs AGNC
+622.7%
-402.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -10.1% | -4.7% | -5.4% | -8.6% |
| 30D | -16.4% | -5.7% | -10.7% | -14.7% |
| 3M | -8.9% | +1.9% | -10.7% | -9.6% |
| 6M | -38.3% | +1.8% | -40.1% | -39.0% |
| YTD | -54.9% | +3.4% | -58.4% | -55.8% |
| 1Y | -58.8% | +13.6% | -72.4% | -61.0% |
| 3Y | -21.2% | +60.4% | -81.6% | -34.9% |
| 5Y | -3.3% | +27.0% | -30.3% | -14.7% |
| 10Y | +82.8% | +83.1% | -0.3% | +35.5% |
| All | +220.0% | +622.7% | -402.7% | +8.4% |
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