-38.5%
DXCM vs AGNC
+26.7%
-65.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.5% | -4.7% | -0.8% | -3.8% |
| 30D | -8.6% | -5.7% | -2.9% | -6.5% |
| 3M | +10.3% | +1.9% | +8.5% | +9.3% |
| 6M | +25.2% | +1.8% | +23.4% | +23.8% |
| YTD | +25.1% | +3.4% | +21.7% | +22.6% |
| 1Y | +9.2% | +13.6% | -4.4% | +2.9% |
| 3Y | -22.6% | +60.4% | -83.0% | -37.5% |
| All | -38.5% | +26.7% | -65.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling