+651.5%
ADI vs AGNC
+83.7%
+567.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.0% |
| 7D | +4.6% | -4.7% | +9.3% | +6.8% |
| 30D | -1.2% | -5.7% | +4.5% | +1.4% |
| 3M | -7.8% | +1.9% | -9.7% | -8.9% |
| 6M | +19.3% | +1.8% | +17.5% | +17.9% |
| YTD | +40.9% | +3.4% | +37.5% | +38.0% |
| 1Y | +54.5% | +13.6% | +40.9% | +44.8% |
| 3Y | +123.4% | +60.4% | +63.1% | +79.0% |
| 5Y | +142.3% | +27.0% | +115.3% | +110.6% |
| All | +651.5% | +83.7% | +567.8% | +490.6% |
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 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