+215.4%
ADSK vs AGNC
+83.7%
+131.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.5% | -4.7% | +2.2% | -0.4% |
| 30D | -14.9% | -5.7% | -9.2% | -12.6% |
| 3M | +3.3% | +1.9% | +1.5% | +2.4% |
| 6M | -15.7% | +1.8% | -17.5% | -16.8% |
| YTD | -28.2% | +3.4% | -31.7% | -30.1% |
| 1Y | -34.5% | +13.6% | -48.2% | -39.1% |
| 3Y | -2.9% | +60.4% | -63.3% | -24.2% |
| 5Y | -25.3% | +27.0% | -52.3% | -36.1% |
| All | +215.4% | +83.7% | +131.7% | +136.5% |
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