+223.8%
ADM vs AGNC
+622.7%
-398.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.5% | -4.7% | +7.2% | +4.2% |
| 30D | +9.5% | -5.7% | +15.1% | +11.6% |
| 3M | +10.6% | +1.9% | +8.7% | +9.5% |
| 6M | +24.0% | +1.8% | +22.2% | +22.3% |
| YTD | +54.0% | +3.4% | +50.5% | +50.6% |
| 1Y | +45.3% | +13.6% | +31.7% | +37.2% |
| 3Y | +21.8% | +60.4% | -38.6% | -0.3% |
| 5Y | +66.8% | +27.0% | +39.8% | +45.9% |
| 10Y | +177.1% | +83.1% | +94.0% | +102.9% |
| All | +223.8% | +622.7% | -398.9% | -1.3% |
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