+151.4%
ADBE vs AGNC
+83.7%
+67.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -5.4% | -4.7% | -0.7% | -3.7% |
| 30D | -2.5% | -5.7% | +3.2% | -0.4% |
| 3M | +15.3% | +1.9% | +13.4% | +14.5% |
| 6M | -7.8% | +1.8% | -9.6% | -8.8% |
| YTD | -27.9% | +3.4% | -31.4% | -29.4% |
| 1Y | -28.0% | +13.6% | -41.7% | -32.1% |
| 3Y | -55.3% | +60.4% | -115.7% | -63.6% |
| 5Y | -61.7% | +27.0% | -88.7% | -66.4% |
| All | +151.4% | +83.7% | +67.8% | +92.7% |
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