+278.9%
ADP vs AGNC
+83.7%
+195.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.8% | -4.7% | +1.9% | -1.2% |
| 30D | +0.2% | -5.7% | +5.9% | +2.2% |
| 3M | +20.5% | +1.9% | +18.6% | +19.5% |
| 6M | +28.8% | +1.8% | +27.0% | +27.2% |
| YTD | +6.6% | +3.4% | +3.2% | +4.4% |
| 1Y | -6.9% | +13.6% | -20.5% | -11.9% |
| 3Y | +16.1% | +60.4% | -44.2% | -4.5% |
| 5Y | +49.3% | +27.0% | +22.4% | +32.7% |
| All | +278.9% | +83.7% | +195.2% | +189.2% |
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