+1,564.0%
BX vs AGNC
+622.7%
+941.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -5.6% | -4.7% | -0.9% | -2.9% |
| 30D | -12.2% | -5.7% | -6.6% | -9.1% |
| 3M | +7.4% | +1.9% | +5.5% | +6.3% |
| 6M | +22.2% | +1.8% | +20.4% | +20.9% |
| YTD | -14.0% | +3.4% | -17.5% | -15.8% |
| 1Y | -27.3% | +13.6% | -40.9% | -32.7% |
| 3Y | +24.5% | +60.4% | -35.8% | -5.6% |
| 5Y | +18.9% | +27.0% | -8.1% | +2.1% |
| 10Y | +665.4% | +83.1% | +582.3% | +423.3% |
| All | +1,564.0% | +622.7% | +941.3% | +361.5% |
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 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