+4,365.5%
DXCM vs AGNC
+625.5%
+3,740.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +2.0% |
| 7D | -5.8% | -4.4% | -1.4% | -4.1% |
| 30D | -5.6% | -5.4% | -0.2% | -3.5% |
| 3M | +13.0% | +3.5% | +9.6% | +11.2% |
| 6M | +24.7% | +1.7% | +22.9% | +23.2% |
| YTD | +27.3% | +3.9% | +23.5% | +24.5% |
| 1Y | +11.2% | +13.8% | -2.6% | +4.5% |
| 3Y | -19.0% | +63.3% | -82.3% | -35.7% |
| 5Y | -38.5% | +27.5% | -65.9% | -46.7% |
| 10Y | +263.6% | +83.8% | +179.8% | +151.1% |
| All | +4,365.5% | +625.5% | +3,740.0% | +1,006.8% |
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