-24.5%
ADSK vs AGNC
+26.7%
-51.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.5% | -4.7% | +2.2% | -0.2% |
| 30D | -14.9% | -5.7% | -9.2% | -12.3% |
| 3M | +3.3% | +1.9% | +1.5% | +2.3% |
| 6M | -15.7% | +1.8% | -17.5% | -17.0% |
| YTD | -28.2% | +3.4% | -31.7% | -30.4% |
| 1Y | -34.5% | +13.6% | -48.2% | -39.9% |
| 3Y | -2.9% | +60.4% | -63.3% | -27.1% |
| All | -24.5% | +26.7% | -51.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling