+970.9%
ADP vs AGNC
+648.3%
+322.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -5.7% | -1.0% | -4.6% | -5.4% |
| 30D | -3.1% | -1.2% | -1.9% | -2.7% |
| 3M | +15.6% | +5.4% | +10.2% | +13.6% |
| 6M | +20.8% | +6.7% | +14.1% | +17.8% |
| YTD | +4.7% | +7.1% | -2.4% | +1.8% |
| 1Y | -8.3% | +16.3% | -24.6% | -13.2% |
| 3Y | +13.6% | +68.5% | -54.9% | -5.7% |
| 5Y | +45.0% | +31.4% | +13.6% | +28.2% |
| 10Y | +279.0% | +89.6% | +189.4% | +191.6% |
| All | +970.9% | +648.3% | +322.5% | +371.8% |
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