+5.7%
ADSK vs AGNC
+57.2%
-51.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.4% | +8.0% |
| 7D | +5.1% | -5.3% | +10.3% | +7.1% |
| 30D | -9.0% | -6.9% | -2.1% | -6.7% |
| 3M | +15.4% | +1.2% | +14.2% | +14.9% |
| 6M | -8.9% | +5.6% | -14.4% | -11.0% |
| YTD | -22.7% | +2.8% | -25.5% | -24.2% |
| 1Y | -28.2% | +13.5% | -41.7% | -32.7% |
| 3Y | +5.7% | +55.3% | -49.7% | -12.5% |
| All | +5.7% | +57.2% | -51.5% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling