+492.5%
ADBE vs AGNC
+625.5%
-133.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.7% | -1.2% |
| 7D | -12.9% | -4.4% | -8.5% | -11.4% |
| 30D | -5.6% | -5.4% | -0.3% | -3.5% |
| 3M | +6.6% | +3.5% | +3.2% | +5.2% |
| 6M | -9.6% | +1.7% | -11.3% | -10.6% |
| YTD | -28.9% | +3.9% | -32.8% | -30.6% |
| 1Y | -28.9% | +13.8% | -42.8% | -33.2% |
| 3Y | -55.6% | +63.3% | -118.9% | -64.5% |
| 5Y | -62.2% | +27.5% | -89.7% | -67.0% |
| 10Y | +150.4% | +83.8% | +66.6% | +80.4% |
| All | +492.5% | +625.5% | -133.1% | +90.8% |
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